[R] tseries(arma) vs. stats(arima)

[Richard Saba]

Hello,
The "arma"  function in the "tseries"  package allows estimation of models
with specific "ar" and  "ma" lags  with its "lag" argument. 
For example:  y[t] = a[0] + a[1]y[t-3] +b[1]e[t-2] + e[t]  can be estimated
with the following specification :   arma(y, lag=list(ar=3,ma=2)).

Is this possible with the "arima" function in the "stats" or in other time
series packages like fArima, forecast, or FinTS? They all take a "lag"
argument. I  would like to have the ability to estimate models like the one
above while utilizing the "xreg" argument available in the other arima
functions .
Thanks,
Richard Saba
sabaric at auburn.edu