[R] linear model with arma errors

[Gregory BENMENZER]

Dear all,

I'm looking for how can I estimate a linear model with ar(ma) errors :

y(t)=a*X(t)+e(t) with
P(B)e(t)=Q(B)u(t)

where u is a white noise and P, Q are some polynomes.

Could you help me ?

Grégory Benmenzer