I am trying to find out the algorithm used in the arma() function in R that
estimates the coefficients

of the AR and the MA parts. E.g.,

dal.arma= arma(dal, lag=list(ar=c(1,26),ma=c(1,4,7)))

My project requires me to use exogenous variables along with the above arma
modelling with selective lags, and I can’t find a function to do that. Can
anyone help me with this?

Also, to try to write my own code, I need the algorithm for the ARMA
estimation process, especially,

the MA part’s algorithm. Any help in this regard would be deeply
appreciated. Thanks!

-- 

Aparna Roy

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