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

1 March 1963

journal article
Published by Cambridge University Press (CUP) in Psychometrika

Vol. 28 (1) , 1-25
https://doi.org/10.1007/bf02289543

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.

Keywords

TIME SERIES ANALYSIS
FACTOR ANALYSIS
STATISTICAL ANALYSIS
MULTIPLE TIME
METHOD OF STATISTICAL
SERIES FACTOR
ANALYSIS OF MULTIPLE
INDIVIDUAL REPEATEDLY

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