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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)
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[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)
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[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 (Unpublished)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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