Time delay embedding for DFA

R code to process results from mkfm6
Non-stationary data

Programs

Mplus input file for continuous data

TITLE:        categorical DFM

DATA:         FILE = data1.txt;

VARIABLE:     NAMES = y11 y12 y13 y14 y15 y16 y17 y18 
                      y21 y22 y23 y24 y25 y26 y27 y28; 
              USEVARIABLES = y11 y12 y13 y14 y15 y16 y17 y18 
                      y21 y22 y23 y24 y25 y26 y27 y28;

MODEL:         !Lag 0
               f11 by y11 @ 1;
               f11 by y12 (l1);
               f11 by y13 (l2);
               f11 by y14 (l3);
               f12 by y15 @ 1;
               f12 by y16 (l4);
               f12 by y17 (l5);
               f12 by y18 (l6);
               !Lag 1 
               f21 by y21 @ 1;
               f21 by y22 (l1);
               f21 by y23 (l2);
               f21 by y24 (l3);
               f22 by y25 @ 1;
               f22 by y26 (l4);
               f22 by y27 (l5);
               f22 by y28 (l6);


               f11 WITH f12; 
               f21 WITH f22;
               !Autoregressive parts
               f21 on f11 (b1);
               f21 on f12 (b2);

               f22 on f11 (b3);
               f22 on f12 (b4);

               y11 (s1); y21 (s1);
               y12 (s2); y22 (s2);
               y13 (s3); y23 (s3);
               y14 (s4); y24 (s4);
               y15 (s5); y25 (s5);
               y16 (s6); y26 (s6);
               y17 (s7); y27 (s7);
               y18 (s8); y28 (s8);

Mplus input file for continuous data and bootstrap error

TITLE:  Continuous with bootstrap error;

DATA:         FILE = data1.txt;

VARIABLE:     NAMES = y11 y12 y13 y14 y15 y16 y17 y18 
                      y21 y22 y23 y24 y25 y26 y27 y28; 
              USEVARIABLES = y11 y12 y13 y14 y15 y16 y17 y18 
                      y21 y22 y23 y24 y25 y26 y27 y28;
ANALYSIS: 
BOOTSTRAP = 1000 (res);


MODEL:         !Lag 0
               f11 by y11 @ 1;
               f11 by y12 (l1);
               f11 by y13 (l2);
               f11 by y14 (l3);
               f12 by y15 @ 1;
               f12 by y16 (l4);
               f12 by y17 (l5);
               f12 by y18 (l6);
               !Lag 1 
               f21 by y21 @ 1;
               f21 by y22 (l1);
               f21 by y23 (l2);
               f21 by y24 (l3);
               f22 by y25 @ 1;
               f22 by y26 (l4);
               f22 by y27 (l5);
               f22 by y28 (l6);


               f11 WITH f12; 
               f21 WITH f22;
               !Autoregressive parts
               f21 on f11 (b1);
               f21 on f12 (b2);

               f22 on f11 (b3);
               f22 on f12 (b4);

               y11 (s1); y21 (s1);
               y12 (s2); y22 (s2);
               y13 (s3); y23 (s3);
               y14 (s4); y24 (s4);
               y15 (s5); y25 (s5);
               y16 (s6); y26 (s6);
               y17 (s7); y27 (s7);
               y18 (s8); y28 (s8);

Mplus input file for categorical data analysis

TITLE:  Categorical data analysis;

DATA:         FILE = data1.txt;

VARIABLE:     NAMES = y11 y12 y13 y14 y15 y16 y17 y18 
                      y21 y22 y23 y24 y25 y26 y27 y28; 
              USEVARIABLES = y11 y12 y13 y14 y15 y16 y17 y18 
                      y21 y22 y23 y24 y25 y26 y27 y28;
              Categorical = y11 y12 y13 y14 y15 y16 y17 y18 
                      y21 y22 y23 y24 y25 y26 y27 y28;

MODEL:         !Lag 0
               f11 by y11 @ 1;
               f11 by y12 (l1);
               f11 by y13 (l2);
               f11 by y14 (l3);
               f12 by y15 @ 1;
               f12 by y16 (l4);
               f12 by y17 (l5);
               f12 by y18 (l6);
               !Lag 1 
               f21 by y21 @ 1;
               f21 by y22 (l1);
               f21 by y23 (l2);
               f21 by y24 (l3);
               f22 by y25 @ 1;
               f22 by y26 (l4);
               f22 by y27 (l5);
               f22 by y28 (l6);


               f11 WITH f12; 
               f21 WITH f22;
               !Autoregressive parts
               f21 on f11 (b1);
               f21 on f12 (b2);

               f22 on f11 (b3);
               f22 on f12 (b4);