The short, easy answer: Don't make a subclass of NSArray. It's better to make a category on NSArray or make an NSObject subclass that has an NSArray ivar that you talk to.
The long, technical answer: NSArray is a class cluster. This means that it isn't actually one class, but many classes operating under the NSArray abstract class interface that are each implemented in a different way (say, one implementation for small arrays, another for big arrays, etc.). To create a subclass of a class cluster, you have to implement all the primitive methods of the abstract class you are inheriting from, manage your own storage and basically reimplement all the stuff you were hoping to get for free by subclassing.
More simply, you could just create a category if you don't require additional ivars. If you want an object that behaves like an array with additional state, you can create a class that has an NSArray and use Objective-C message forwarding to forward everything except your custom behavior to that class.