Re: time series and principal components

Posted by jkpeck on Dec 27, 2021; 5:15pm
URL: http://spssx-discussion.165.s1.nabble.com/time-series-and-principal-components-tp5740917p5740919.html

The essence of time series analysis is dealing with various types of correlation over time in the series and the dynamic behavior of series via lagged relationships.  It's pretty far from PC or factor analysis in most cases, so I doubt that there is much commonality between TS concepts and vocabulary and PC etc and, hence, no mapping of terminology between them.

There are some TS procedures in Statistics and a number of TS and econometric extension commands available, but that probably would not get you very far.