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- Wed Sep 19, 2018 8:41 am
- Forum: Programming
- Topic: Rolling principal component -- standardized variables
- Replies: 1
- Views: 2025
Hi, I have coded a rolling principal component analysis, and want to check to make sure that each series used in the PCA is standardized appropriately in the rolling windows (i.e. using each window's sample mean and standard deviation). Looking at the Eviews guide and in the forum, it seems like thi...