The paper formulates and estimates a single-factor multivariate time series model. The model is a dynamic generalization of the multiple indicator (or factor analysis) model. It is shown to be a ...

Multivariate analysis in statistics is a set of useful methods for analyzing data when there are more than one variables under consideration. Multivariate analysis techniques may be used for several ...

Multivariate analysis is commonly used when we have more than one outcome variables for each observation. For instance, a survey of American adults’ physical and mental health might measure each ...