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