LOS ANGELES (AP) _ Bill Clinton says he hasn't had much time lately to play the saxophone like he did on Arsenio Hall's syndicated talk show last spring.

''You know, Arsenio, I probably had more fun on your show than anything else I did in the entire campaign,'' the president-elect said in a taped message Friday to mark the fourth anniversary of ''The Arsenio Hall Show.''

''But now that I've become president, I've had to be much more serious,'' Clinton said. ''I've had to trade in my beloved saxophone for those big, heavy budget books with all their bad news.

''But with all this new dignity, there's just one thing I haven't been able to give up from your show. Here they are,'' Clinton said while holding up his sunglasses.

''So don't you give up on me. Happy fourth anniversary.''

Donning dark sunglasses, Clinton tooted his saxophone to the tune of ''Heartbreak Hotel'' during his June 3 appearance on the show.