title: Fitting an ARIMA with some coefficients forced to zero in R
body: <p>Consider an ARIMA(2,0,2). If my ACF of standardized residuals suggests an MA(5), then my putative model will look like this:</p>
  
  <pre><code>P &lt;- arima(x, order=c(2,0,2), include.mean=TRUE)
  </code></pre>
  
  <p>And my general model will look like this:</p>
  
  <pre><code>G &lt;- arima(x,c(2,0,5), fixed=c(NA,NA,NA,NA,0,0,0,NA))
  </code></pre>
  
  <p>Here's how I figured this:</p>
  
  <p>I have 2 AR's whose coefficients that are different from 0 and then 2 MA's whose coefficients are different from 0, so I have 4 NA's at the beginning.The general model has 2+5+1=8 parameters to estimate (2 for AR, 5 for MA, and 1 for a constant). Whatever position for AR or MA that doesn't have a coefficient that is different from zero, I fill it with a zero. So that is why the 5th,6th, and 7th positions are filled with zereos. </p>
  
  <p>Is this true? If not, how do I do this? </p>