ARMA model doesn’t fit on low frequency

I’m currently modeling a time-series using ARMA model. I am using armax(my_signal,[2 2]). It fits really well on high frequency but not really well on low frequency (I compared it to the signal using PSD and Allan variance).

So I tried using a low pass filter, and modeled my filtered signal but again, the ARMA fits well on high frequency but is really bad on low freq.

Is there an option in armax function (or maybe another solution) for my ARMA model to focus on fitting low frequency well (even if that means fitting badly on high frequency)

Thank you all !