Anderson, T. W. The use of factor analysis in the statistical analysis of multiple time series. (English) Zbl 0209.20402 Psychometrika 28, 1-25 (1963). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 19 Documents MSC: 62H25 Factor analysis and principal components; correspondence analysis 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) × Cite Format Result Cite Review PDF Full Text: DOI References: [1] Anderson, T. W.An introduction to multivariate statistical analysis. New York: Wiley, 1958. · Zbl 0083.14601 [2] Anderson, T. W.An introduction to the statistical analysis of time series. (In preparation) [3] Anderson, T. W. and Rubin, H. Statistical inference in factor analysis.Proceedings of the Third Berkeley Symposium in Mathematical Statistics and Probability, Vol. V. Berkeley and Los Angeles: Univer. California Press, pp. 111–150, 1956. · Zbl 0070.14703 [4] Cattell, R. B.Factor analysis; an introduction and manual for the psychologist and social scientist. New York: Harper, 1952. [5] Cattell, R. B.Personality and motivation: structure and measurement. Yonkers-on-Hudson: World Book, 1957. [6] Cattell, R. B. The potentialities ofP-technique deduced from research applications. (Unpublished) [7] Damarin, F. L., Jr. The factor analysis of time series as applied to a problem in cancer chemotherapy. (Unpublished) [8] Frisch, R.Statistical confluence analysis by means of complete regression systems. Oslo: Universitetets Okonomiske Institutt, 1934. · Zbl 0011.21903 [9] Hannan, E. J.Time series analysis. London: Methuen, 1960. · Zbl 0095.13204 [10] Holtzman, W. H. Methodological issues inP-technique. (Unpublished). [11] Hood, W. C. and Koopmans, T. C.Studies in econometric method. Cowles Commission Monograph No. 14. New York: Wiley, 1953. · Zbl 0053.27905 [12] Klein, L. R.A textbook of econometrics. Evanston: Row, Peterson, 1953. · Zbl 0051.21504 [13] Mefferd, R. B., Moran, L. J., and Kimble, J. P. Use of a factor analytic technique in the analysis of long term repetitive measurements made upon a single schizophrenic patient. (Unpublished) [14] Wold, H. O. A. Ends and means in econometric model building.Probability and statistics. The Harald Cramer volume. New York: Wiley, 1960. Pp. 355–434. This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.