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- Thu Jul 10, 2014 12:47 am
- Forum: Econometric Discussions
- Topic: PCA - How to get back to the old data?
- Replies: 0
- Views: 1702
PCA - How to get back to the old data?
Hi, sorry for this stupid question, but i just can´t find out how to. I did a PCA in EViews on 3 time series, so as output, I get a 3x3 matrix of the Loadings/Eigenvectors. Now I want to reconstruct the original time series, so I need the scores. I let EViews calculate the 3 scores series, and as fa...