自己回答得了，刚找的帮助。

Subset Models

You can control which lags have parameters by specifying the P= or Q= option as a list of lags in parentheses. A model like this that includes parameters for only some lags is sometimes called a subset or additive model. For example, consider the following two ESTIMATE statements:

 identify var=sales; estimate p=4; estimate p=(1 4); 

Both specify AR(4) models, but the first has parameters for lags 1, 2, 3, and 4, while the second has parameters for lags 1 and 4, with the coefficients for lags 2 and 3 constrained to 0.