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| Factor Structure | 1 |
| Multivariate Analysis | 1 |
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| Psychometrika | 1 |
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| Journal Articles | 1 |
| Reports - Descriptive | 1 |
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Peer reviewedMolenaar, Peter C. M.; Nesselroade, John R. – Psychometrika, 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.…
Descriptors: Factor Structure, Multivariate Analysis
