# How to find autoregressive coefficients of ARMA model

I am searching various sources to find the method of manually calculating coefficients of Auto Regressive Moving Average model. The following is the text I found in a book. My question is how a1 and a2 are found. Can any one please help.

"Higher-order autoregressive models include more lagged yt terms as predictors. For example, the second-order autoregressive model, AR(2), is given by $$y_{t}+a_{1}y_{t-1}+a_{2}y_{t-2}=e_{t}$$ where a1 , a2 are the autoregressive coefficients on lags 1 and 2."

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Did you try to use maximum likelihood method? –  Occupy Gezi Mar 13 '13 at 1:52
Yes. thank you. –  Osman Khalid Mar 13 '13 at 2:52