[R] dynamic factor analyis

Ulrike Scharfenberger scharfenberger at igb-berlin.de
Wed Oct 20 15:16:37 CEST 2010


Dear R users,

I want to model some time series data with the help of "dynamic factor
analysis", as described by A.F.Zuur in "Dynamic factor analysis to estimate
common trends in fisheries time series". 
Unfortunately the only implementation of the method I could find sofar is in
the non free software Brodgar. 

Therefore I wanted to ask if there exist a free R-package containing this time
series analysis tool?

Or are their other names for the same method and this is the reason I can't
find any implementations apart from Brodgar and SPSS?

As I would really like to test the method on my data I would be also grateful
on hinds to other free software like e.g. python containing an implementation.

If no such implementation exist, is there an other R implemented method to
analyze interactions between response variables, and even more important
effects of explanatory variables on non stationary time series (count data)?


Many thanks
Ulrike



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