EViews.com

Let me make it simpler. In 35 different variables, there are gdp, consumption and inflation. Then, by using one componet generated from PCA which is the highest eigenvalue, do you know how to associate this first componemt only with three variables, gdp, consumption and inflation?

I am running PCA on 35 different variables including gdp, inflation, consumption and etc. After doing PCA on those variable, could anybody tell me how I could seperately find the explainibility of first component only on gdp, consumption and inflation? To make finer detail, after gaining the result ...