[R] How to include a few selected AR terms

Moohwan Kim kmhlmj2 at gmail.com
Mon Jan 31 04:32:53 CET 2011

Dear R family,

I have a quick question.

m3=arima(zt,order=c(6,0,2)) % fit an ARIMA(6,0,2) model to zt.

This equation contains all 6 AR terms plus 1 MA term.
I want to include only AR(2) and MA(1) excluding the other terms.
How could I accomplish it?


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