Restricted Maximum Likelihood (REML) in ARMA model
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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 센터 및 File Exchange에서 Autocorrelated and Heteroscedastic Disturbances에 대해 자세히 알아보기
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