[R] arima on defined lags

[Gerard M. Keogh]

Dear all,

The standard call to ARIMA in the base package such as

      arima(y,c(5,0,0),include.mean=FALSE)

      gives a full 5th order lag polynomial model with for example coeffs

      Coefficients:
               ar1    ar2      ar3     ar4      ar5
            0.4715  0.067  -0.1772  0.0256  -0.2550
      s.e.  0.1421  0.158   0.1569  0.1602   0.1469


Is it possible (I doubt it but am just checking) to define a more
parsimonous lag1 and lag 5 model with coeff ar1 and ar5?
Or do I need one of the other TS packages?

thanks

Gerard


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