What is the most appropriate code to run a Rolling PCA, when the data used is daily and number of observations are 242 ?
Any help will be really appreciated.
Search found 1 match
Search found 1 match • Page 1 of 1
- Thu Feb 07, 2019 6:22 am
- Forum: Programming
- Topic: Rolling principal component -- standardized variables
- Replies: 1
- Views: 1623