# How to estimate certain parameters of an AR model in R?

I need to estimate parameters of an AR model which is in the form of AR(1,11) it means that coefficients of AR orders from order 2 until order 10 are zero. How can I estimate these two parameters in R since arima function only accepts p as the order of the AR component. Note that this model has a different structure than Seasonal AR.

Thanks

output <- arima(x, order=c(11,0,0), fixed = c(NA,0,0,0,0,0,0,0,0,0,NA))

The order statement supplies the number of lags for the AR process, and the fixed vector is "NA" for any lags you want to estimate and zero otherwise.
• Yes it did but we should add another NA for q order like this output <- arima(x, order=c(11,0,0), fixed = c(NA,0,0,0,0,0,0,0,0,0,NA, NA)) – Fred Apr 24 '13 at 21:30