Subset models in auto.arima function in forecast package

I wanted to ask whether it was possible to use the auto.arima function to identify subset ARIMA models rather than those of pure lags? I have identified a model in Stata in subset lags that performs well and wanted to cross check this with the auto.arima() function but I can't seem to figure out if subset lags are supported.

-

No, auto.arima() does not allow for subset models. The FitAR package will automatically do subset AR modelling. I don't know of any R package that does automatic subset ARMA modelling. You can do manual subsetting, of course, with the arima() command in R by setting some coefficients to zero using the fixed argument -- see the help file for details.