User’s Guide : Advanced Multivariate Analysis
Advanced Multivariate Analysis
The following sections describe specialized tools for multivariate analysis:
“Cointegration Testing” documents testing for the presence of cointegrating relationships among non-stationary variables in non-panel and panel settings.
“Factor Analysis” describes tools for multivariate analysis using factor analysis.
General tools for multivariate analysis using the group object, including summary statistics, covariance analysis and principal components, are discussed in “Groups”.