Accession Number:

AD0295602

Title:

THE USE OF FACTOR ANALYSIS IN THE STATISTICAL ANALYSIS OF MULTIPLE TIME SERIES

Descriptive Note:

Corporate Author:

COLUMBIA UNIV NEW YORK

Personal Author(s):

Report Date:

1962-11-01

Pagination or Media Count:

26.0

Abstract:

The function of factor analysis in time series analysis is discussed. The relationships between the models in the two approaches are observed, with distinction being drawn between exogenous and endogenous variables. Various approaches are suggested for analyzing multiple time series by factor analysis.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE