Detrend time-series data on applying Dynamic Factor Analysis?

08 January 2021 1 4K Report

I have a multivariate time-series dataset of water quality. Some variables have trend, others have not.I want to apply Dynamic Factor Analysis to this dataset to find a latent factor.

Question is, do I have to detrend/ deseason or transform dataset to stationary dataset before applying Dynamic Factor Analysis?

I attached here the chart of data

Thank you

Pradeep Paraman

It would be good if you could investigate whether parameter estimates and uncertainty are improved by using annual abundance CTs for VPA tuning.

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