[R] Dynamic Factor Analysis

[Stephanie MAHEVAS]

Dear users

I would like to detect and estimate  common patterns in a set of time 
series. I have heard about the Dynamic Factor Analysis (DFA) which is  a 
multivariate time series analysis method to perform such analysis.
Does anybody know if there is a librairy dedicated to DFA?
Thank in advance
stephanie Mahevas

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Stephanie MAHEVAS (Stephanie.Mahevas at ifremer.fr)
  IFREMER/MAERHA   Tel: 02 40 37 41 81 Fax: 02 40 37 40 75
  (Mathématiques Appliquées à l'Evaluation
   des Ressources  Halieutiques et Aquacoles)
   rue de l'île d'Yeu
   BP 21105  44311 NANTES Cedex 03
   http://www.ifremer.fr/maerha
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