Fig. 3From: A dynamic factor model for the Mexican economy: are common trends useful when predicting economic activity?Weighted mean \(\hat{\mu }_{jg} = \sum_{i_g = 1}^{G}|\hat{p}_{i_gjg}|/N_g \text{ for } j = 1,\ldots , r, \text{ and } g = 1, \ldots , G,\) where G is the number of blocks of variables and \(N_g\) is the number of variables in each groupBack to article page