Hi all, Suppose I have 100 simultaneous time series, what's the best statistical procedure to figure out a transformation of the data, and see if we could squeeze most of the information into a few transformed time series?
Thanks! ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
