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Dynamic Factor Analysis

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Classification and Data Analysis

Abstract

This paper represents an extension of Dynamic Factor Analysis (AFD) models proposed in the ‘70s by Coppi and Zannella. AFD models are specific for data-array whose third dimension is time. They consider time as an explicit element which gives rise to part of the observed variability. AFD models integrate two different strategies. The first aims at studying the relationships between variables and units, averaged over time, by factorial analysis of specific covariance-matrices. The second aims at studying time evolution of both variables and units by time regression and autoregressive models.

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References

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Author information

Authors and Affiliations

  1. Dipartimento di Matematica e Statistica, Università degli studi di Napoli Federico II, Italy

    Isabella Corazziari

Authors
  1. Isabella Corazziari
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Editor information

Editors and Affiliations

  1. Dipartimento Metodi Quantitativi e Teoria Economica, University “G. D’Annunzio” di Chieti, Viale Pindaro 42, I-65127, Pescara, Italy

    Maurizio Vichi

  2. Lehrstuhl für Mathematische Methoden der Wirtschaftswissenschaften, University of Augsburg, D-86135, Augsburg, Germany

    Otto Opitz

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© 1999 Springer-Verlag Berlin · Heidelberg

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Corazziari, I. (1999). Dynamic Factor Analysis. In: Vichi, M., Opitz, O. (eds) Classification and Data Analysis. Studies in Classification, Data Analysis, and Knowledge Organization. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-60126-2_22

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  • DOI: https://doi.org/10.1007/978-3-642-60126-2_22

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-65633-3

  • Online ISBN: 978-3-642-60126-2

  • eBook Packages: Springer Book Archive

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