Note: Model fits in confirmatory network analysis of PanelVAR modeling

1 Identification of PanelVAR model

Assume there are $n_i$ items measured by $n_t$ times, then there are $n_v = n_t \times n_i$. For example, if 3 items are measures by 3 times, there will be 9 measures. Following figure shows the example of $n_t =2$ and $n_i = 3$. In total, there are 24 parameters and 6 * (6+1) / 2 + 6 = 27 observations.