Restricted Maximum Likelihood (REML) in ARMA model

Greetings,
I'm trying to fit a generalized linear model (glm) with a ARMA errors. R using the nlme package with the gls() function can fit REML approach. I think matlab usi ML estimate and I was wondering if it's possible to fit a glm with REML for a ARIMA error structure

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도움말 센터File Exchange에서 Autocorrelated and Heteroscedastic Disturbances에 대해 자세히 알아보기

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2016년 6월 9일

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