In iGLS-ARMA(p,q) scheme, the user must specify the parameters p and q of the autoregressive–moving–average (ARMA(p,q)) model, which fits the serial error dependence defined by equation: ϵi=∑j=1pϕjϵi-j+∑j=1qθjϵi-j+εi where εi ∼ N(0, σ2). This structure is provided by the nlme package but it has a restriction: all parameters of the AR side must be lower than one in absolute value. This rule clearly does not include all the possible stationary models of that order (this is only true for ARMA(1,q)).