Principle Component Analysis

[ramzan]

Assalam-o-Alaikum


I want to construct the Macroeconomics Policy Index of there Major Macroeconomic Policies, Trade Police, Budget Deficit and Monetary Policy measured by the Trade Openness to GDP ratio, budget deficit to GDP ratio, inflation.

For this I am using the Principle Component Analysis. I have used the Eviews 5 and Eviews 6. The problem is the signs of the Eigen values are not same in Eviews 5 and Eviews 6.

[EViews Glenn]

Eigenvalue signs are not identified.

Any principal component scores that you construct from the eigenvalue/eigenvector pairs will, however, be the same.