##
**The use of factor analysis in the statistical analysis of multiple time series.**
*(English)*
Zbl 0209.20402

### MSC:

62H25 | Factor analysis and principal components; correspondence analysis |

62M10 | Time series, auto-correlation, regression, etc. in statistics (GARCH) |

### 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 (Unpublished) |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 (Unpublished) |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 (Unpublished).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 (Unpublished) |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. |

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