Hello Professor Wood, I downloaded the paper and will go over it and the macros.  I am familiar with the CALIS procedure and have always been interested in the possibility of providing better dynamic factor modeling support for longitudinal data in the state space modeling procedure, PROC SSM (and PROC CSSM it's cloud-enabled SAS Viya version), that I support.  If you want to use PROC SSM for dynamic factor modeling for any of your projects, I will gladly work with you.  Please feel free to contact me at rajesh.selukar@sas.com. Thanks,  Rajesh   Doc link for PROC CSSM: https://go.documentation.sas.com/doc/en/pgmsascdc/v_040/casecon/casecon_cssm_gettingstarted.htm Dynamic factor models are illustrated in two econometric examples: https://go.documentation.sas.com/doc/en/pgmsascdc/v_040/casecon/casecon_cssm_examples07.htm, and https://go.documentation.sas.com/doc/en/pgmsascdc/v_040/casecon/casecon_cssm_examples14.htm.       ... View more