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The use of factor analysis in the statistical analysis of multiple time series

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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.

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Authors and Affiliations

  1. Columbia University, USA

    T. W. Anderson

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  1. T. W. Anderson
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Research sponsored by contract AF41(657)-214 between the USAF School of Aerospace Medicine and Teachers College, Columbia University.

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Anderson, T.W. The use of factor analysis in the statistical analysis of multiple time series. Psychometrika 28, 1–25 (1963). https://doi.org/10.1007/BF02289543

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  • DOI: https://doi.org/10.1007/BF02289543

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