Chapter 9

Dynamic Factor Analysis Models for Representing Process in Multivariate Time-Series

John R. Nesselroade and John J. McArdle

The University of Virginia

Steven H. Aggen

Virginia Commonwealth University

Jonathan M. Meyers

The University of Virginia

The collection of multivariate time-series and their analysis with mathematical models is necessary if we are effectively and fully to represent process and change. Among the promising applications currently available are variations of the common factor model that integrate factor and time series modeling features in a common analytic framework. We highlight some differences and similarities between two kinds of time series models for common factors: a direct autoregressive factor score (DAFS) ...

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