[R] ARIMA - Skipping intermediate lags

leighton155 leighton155 at hotmail.com
Wed Sep 21 01:37:24 CEST 2011


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.

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