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Psychometrika
Article . 1963 . Peer-reviewed
License: Cambridge Core User Agreement
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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
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Article . 1963
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https://dx.doi.org/10.1007/bf0...
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The Use of Factor Analysis in the Statistical Analysis of Multiple Time Series

The use of factor analysis in the statistical analysis of multiple time series
descriptionPublicationkeyboard_double_arrow_right Article 01 Mar 1963 English Publisher:Cambridge University Press (CUP)Journal:Psychometrika, volume 28, pages 1-25 (issn: 0033-3123, eissn: 1860-0980, Copyright policy )
Authors: Anderson, T. W.;

doi: 10.1007/bf02289543

The Use of Factor Analysis in the Statistical Analysis of Multiple Time Series

Abstract

Factor analysis has been proposed and used as a method of statistical analysis of several measurements made on one individual repeatedly over time. This paper discusses some difficulties in applying factor analysis to multiple time series and attempts to indicate to what extent such methods can accomplish the goals of time series analysis. Some other methods are suggested.

Related Organizations
Keywords

Time series, auto-correlation, regression, etc. in statistics (GARCH), Factor analysis and principal components; correspondence analysis

  • BIP!
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    selected citations
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    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 89
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    		 Top 10%
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
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    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
89
Top 10%
Top 1%
Average
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