Unfortunately, PROC ARIMA will not be able to impose this restriction on thetas. I think your theta_0 can be absorbed in the variance parameter of eta. In ARIMA, theta1 and theta2 (scaled by theta0) satisfy the invertibility condition.
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Please do not post the same the question in multiple locations. It is likely to get multiple similar responses or questions. When the responses are scattered across multiple threads then the solution may not be clear and then the "correct answer" is only attributed to one thread.
If the topic is not in an appropriate section of the forum then the thread may be moved to a more appropriate area.
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Check this :
https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/Moving-window-for-AR-1/m-p/245165#U245165
I suggested you post it at IML forum
SAS/IML Software and Matrix Computations
It is easy to be done in IML, or you can resort to SAS/ETS if you have it .
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