FAmodel
(Package: tsfa) :
Construct a Factor Model
The default method constructs a FAmodel. Other methods extract a FAmodel from an object.
● Data Source:
CranContrib
● Keywords: ts
● Alias: FAmodel, FAmodel.FAmodel, FAmodel.default
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simulate.TSFmodel
(Package: tsfa) :
Simulate a Time Series Factor Model
Simulate a TSFmodel to generate time series data (indicators) using factors and loadings from the model.
● Data Source:
CranContrib
● Keywords: ts
● Alias: simulate.TSFmodel
●
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TSFmodel
(Package: tsfa) :
Construct a Time Series Factor Model
The default method constructs a TSFmodel. Other methods extract a TSFmodel from an object.
● Data Source:
CranContrib
● Keywords: ts
● Alias: TSFmodel, TSFmodel.FAmodel, TSFmodel.TSFmodel, TSFmodel.default
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explained
(Package: tsfa) :
Calculate Explained Portion of Data
Calculate portion of the data (indicators) explained by the factors.
● Data Source:
CranContrib
● Keywords: ts
● Alias: explained, explained.FAmodel, explained.TSFmodel
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predict
(Package: tsfa) :
Predict Factor Scores from an Object.
Predict factor scores using the predictor from object.
● Data Source:
CranContrib
● Keywords: ts
● Alias: predict.FAmodel, predict.TSFmodel
●
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estTSFmodel
(Package: tsfa) :
Estimate Time Series Factor Model
Estimate a TSFmodel.
● Data Source:
CranContrib
● Keywords: ts
● Alias: estTSF.ML, estTSFmodel
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FAfitStats
(Package: tsfa) :
Summary Statistics for a TSFA Models
FAfitStats calculates various statistics for a TSFestModel or all possible (unrotated factanal) models for a data matrix. This function is also used by the summary method for a TSFestModel.
● Data Source:
CranContrib
● Keywords: ts
● Alias: FAfitStats, FAfitStats.TSFmodel, FAfitStats.default
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estFAmodel
(Package: tsfa) :
Estimate a Factor Model
Estimate an FAmodel.
● Data Source:
CranContrib
● Keywords: ts
● Alias: estFAmodel
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00.tsfa.Intro
(Package: tsfa) :
Time Series Factor Analysis (TSFA)
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.
● Data Source:
CranContrib
● Keywords: package
● Alias: 00.tsfa.Intro
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tsfa-package
(Package: tsfa) :
Time Series Factor Analysis (TSFA)
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.
● Data Source:
CranContrib
● Keywords: package, ts
● Alias: tsfa-package, tsfa.Intro
●
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