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ERIC Number: EJ453848
Record Type: Journal
Publication Date: 1992
Pages: N/A
Abstractor: N/A
ISSN: ISSN-0033-3123
Dynamic Factor Analysis of Nonstationary Multivariate Time Series.
Molenaar, Peter C. M.; And Others
Psychometrika, v57 n3 p333-49 Sep 1992
The dynamic factor model proposed by P. C. Molenaar (1985) is exhibited, and a dynamic nonstationary factor model (DNFM) is constructed with latent factor series that have time-varying mean functions. The use of a DNFM is illustrated using data from a television viewing habits study. (SLD)
Publication Type: Journal Articles; Reports - Evaluative
Education Level: N/A
Audience: N/A
Language: English
Sponsor: N/A
Authoring Institution: N/A