I have 8 financial variables that vary across sectors (see attached file). In total I have 30 observations.
I want to run a PCA analysis in order two scores (one score for profitability and the other for indebtness). In my financial variables, I have Income, Capex, Ebitda.... that represent the profitability of the industry and Gearing and CFO coeff represent the indebtness of the industry.
I first run the correlation matrix. Then, view==> principal components. I want, now, to keep the first three principal components. So, if i understand well, in order to run the factor specification, I have to save the components.
So, I go to proc->make principal components. However, from that moment on, I am lost. How can eviews knows that I want to keep just three principal components. Is it under the "scores series"?
For questions regarding programming in the EViews programming language.
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