00.tsfa.Intro: Time Series Factor Analysis (TSFA)

Description Details

Description

TSFA extends standard factor analysis (FA) to time series data. Rotations methods can be applied as in FA. A dynamic model of the factors is not assumed, but could be estimated separately using the extracted factors.

Details

See tsfa-package ( in the help system use package?tsfa or ?"tsfa-package") for an overview.


tsfa documentation built on Jan. 13, 2021, 10:53 a.m.