Business I / Vector Spaces
Practice question · Multiple choice

An analyst tracks 12 macroeconomic series and finds they are all built from 3 underlying factors. What is that finding in vector-space language?

Hints
  1. Ask how many of the twelve you would need to reconstruct all twelve.
  2. Independence and dimension are two sides of the same count. Which is 3 here?
Show the answer

A. The 12 vectors span a 3-dimensional subspace

Why

Dimension counts genuinely independent directions rather than columns of data, so twelve series can carry three series' worth of information. Options 2 and 3 are self-contradictory, you cannot have twelve independent vectors in a three-dimensional space, and this is exactly what factor models exploit.

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