[R] ARIMA - Skipping intermediate lags

[Prof Brian Ripley]

On Tue, 20 Sep 2011, leighton155 wrote:

> Hello,
>
> I am a new R user.  I am trying to use the arima command, but I have a
> question on intermediate lags.  I want to run in R the equivalent Stata
> command of ARIMA d.yyy, AR(5) MA(5 7).  This would tell the program I am
> interested in AR lag 5, MA lag 5, and MA lag 7, all while skipping the
> intermediate lags of AR 1-4, and MA 1-4, 6.  Is there any way to do this in
> R?  Thank you.

Yes.  See the 'fixed' argument on the help page.  Note that this is 
not recommended in general ....

>
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-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595