01-23-2015 01:43 AM
Dear SAS Users,
I am new to SAS. Can you share a command that will do Dynamic Factor Analysis?
I would like to do a confirmatory factor analysis for a three time series variables. Some people call it Dynamic Factor Analysis.
Thank you for your help.
01-23-2015 09:20 AM
01-23-2015 11:28 AM
To help with SAS vocabulary you may want to think more in terms of Procedure than Command. Procedures are the analysis tools while generally SAS commands relate more to the interface such as saving a file, sending output to a printer, window appearance or opening/closing windows. That is not an exhaustive list of commands but hopefully give you an start for differentiating between the two.
01-17-2017 01:41 PM
I noticed this post rather late. You can do the dynamic factor analysis of your time series by using the SSM procedure in SAS/ETS. This is because standard factor models can be formulated as linear state space models and the SSM procedure is designed for data analysis with state space models. See http://go.documentation.sas.com/docsetId=etsug&docsetVersion=14.2&docsetTarget=etsug_ssm_examples14....
for an example of dynamic factor modeling using the SSM procedure.
01-17-2017 01:44 PM