Search found 2 matches

by QUANT007
Wed Nov 07, 2018 12:07 pm
Forum: Method and application
Topic: CFA on a time series data
Replies: 2
Views: 9196

Re: CFA on a time series data

Thanks for the reply. I had read that link but my data is structured a little differently. Hence, posted the query.
by QUANT007
Mon Nov 05, 2018 2:31 am
Forum: Method and application
Topic: CFA on a time series data
Replies: 2
Views: 9196

CFA on a time series data

Hi, I have a query regarding CFA on a financial time series data. My data has 5 dimensions and a total of 19 reflective indicators. There are 27 data points per year and a total of 270 data points. Please advise on the following: 1. Can we use it for a time-series data? 2. Should outliers be retaine...