[R] SARIMAX as extended AR(I)MAX?

[testrider]

Though I have not found the solution anywhere I have come up with a trick
that I will post here for future reference: 
As long as you only want to include AR terms of the external variables (even
the dependant variable can be used as an external variable) it is possible
to manually lag the variables and then put them together by using
ts.union(). Then the normal ARIMA function can be used to solve this
problem.

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