THE USE OF FACTOR ANALYSIS IN THE STATISTICAL ANALYSIS OF MULTIPLE TIME SERIES

Abstract

The function of factor analysis in time series analysis is discussed. The relationships between the models in the two approaches are observed, with distinction being drawn between exogenous and endogenous variables. Various approaches are suggested for analyzing multiple time series by factor analysis.

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1962
Accession Number
AD0295602

Entities

People

  • T. W. Aanderson

Organizations

  • Columbia University

Tags

Communities of Interest

  • Biomedical

DTIC Thesaurus Topics

  • Classification
  • Correlation Analysis
  • Covariance
  • Data Mining
  • Data Science
  • Difference Equations
  • Differential Equations
  • Equations
  • Factor Analysis
  • Information Science
  • Probabilistic Models
  • Regression Analysis
  • Statistical Analysis
  • Statistics
  • Surveys
  • Time Series Analysis
  • United States

Readers

  • Regression Analysis.