DYNAMALS is an acronym of Linear DYNAMical Systems analysis (or state space analysis) by Alternating Least Squares. Linear dynamical or state space models are a very general class of models of which a number of specific models are special cases; amongst the best known of these are the models for redundancy analysis and dynamic factor analysis. These specific models can be specified by using the appropriate options. In Chapter I a theoretical framework for the program is sketched. In Chapter II guidelines for running the program are given. In Chapter III several examples are discussed that together give an overview of the possible applications of DYNAMALS. (A)
Abstract