Search found 4 matches

by rel123
Sat Oct 20, 2018 8:22 am
Forum: Estimation
Topic: how does eviews compute pca scores; pc1= index?
Replies: 2
Views: 1253

Re: how does eviews compute pca scores; pc1= index?

Thanks. That was very helpful.
by rel123
Sat Oct 20, 2018 8:21 am
Forum: General Information and Tips and Tricks
Topic: Descriptive Statistics for Panel Data EViews 10
Replies: 0
Views: 2649

Descriptive Statistics for Panel Data EViews 10

Hi there. How do I get the descriptive statistics for stacked panel data in EViews 10? I can't find the view/descriptive statistic & test ... command. Thanks.
by rel123
Mon Oct 08, 2018 5:49 pm
Forum: Estimation
Topic: how does eviews compute pca scores; pc1= index?
Replies: 2
Views: 1253

how does eviews compute pca scores; pc1= index?

Hi there. I am writing a thesis that involves developing an index using PCA. I have 5 variables with quarterly data spanning 30 years. I standardized the variables in excel and performed PCA on the standardized variables. I did the Proc/Make Principal Components ... process to save the first princip...
by rel123
Mon Oct 08, 2018 10:26 am
Forum: General Information and Tips and Tricks
Topic: question on how saved component scores are computed
Replies: 0
Views: 1751

question on how saved component scores are computed

Hi there. I am using EVIews 10 and am just learning how to do PCA. After performing PCA, i clicked Proc/Make Principal Components... to save the component scores. My understanding is that component scores are computed by summing the product of the original data and the eigenvectors (loadings). Howev...

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