Cardiac Magnetic Resonance Imaging (MRI) is time-consuming and error-prone. To ease the patient's burden and to increase the efficiency and robustness of cardiac exams, interest in methods based on continuous steady-state acquisition and self-gating has been growing in recent years. Self-gating methods extract the cardiac and respiratory signals from the measurement data and then retrospectively sort the data into cardiac and respiratory phases. Repeated breathholds and synchronization with the heart beat using some external device as required in conventional MRI are then not necessary. In this work, we introduce a novel self-gating method for radially acquired data based on a dimensionality reduction technique for time-series analysis (SSA-FARY). Building on Singular Spectrum Analysis, a zero-padded, time-delayed embedding of the auto-calibration data is analyzed using Principle Component Analysis. We demonstrate the basic functionality of SSA-FARY using numerical simulations and apply it to in-vivo cardiac radial single-slice bSSFP and Simultaneous Multi-slice radiofrequency-spoiled gradient echo measurements, as well as to Stack-of-Stars bSSFP measurements. SSA-FARY reliably detects the cardiac and respiratory motion and separates it from noise. We utilize the generated signals for high-dimensional image reconstruction using parallel imaging and compressed sensing with in-plane wavelet and (spatio-)temporal total-variation regularization.