Peer reviewedERIC Number: EJ628796
Record Type: Journal
Publication Date: 2001
Pages: N/A
Abstractor: N/A
ISBN: N/A
ISSN: ISSN-0033-3123
EISSN: N/A
Rotation in the Dynamic Factor Modeling of Multivariate Stationary Time Series.
Molenaar, Peter C. M.; Nesselroade, John R.
Psychometrika, v66 n1 p99-107 Mar 2001
Proposes a special rotation procedure for the exploratory dynamic factor model for stationary multivariate time series. The rotation procedure applies separately to each univariate component series of a q-variate latent factor series and transforms such a component, initially represented as white noise, into a univariate moving-average. (Author/SLD)
Descriptors: Factor Structure, Multivariate Analysis
Publication Type: Journal Articles; Reports - Descriptive
Education Level: N/A
Audience: N/A
Language: English
Sponsor: N/A
Authoring Institution: N/A
Grant or Contract Numbers: N/A
