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Workfile attached as requested. Any help would be great...Many thanks. Note: To clarify I've taken out the error bit in the previously attached code. The line that I had (to attempt to save rolling pc scores across the entire sample) was: pc1vector(!i) = pc1 The problem is that pc1 is not a single v...

Thanks for your msg. I've done this and only the latest pc1 saves (i.e. for last 2y window that I use). When I try to create a roll for pc1, it comes up with an error message. Have attached my code.

Is there a way to save the rolling scores (preferably in one vector) when doing a rolling pca... Currently my code is: latam_5.pcomp(cor, eigval=eval, eigvec=evec) pc1 pc2 pc3 ' store eigenvalue proportions which are rolling !cumpc1 = eval(1)/@sum(eval) evalpc1(!i) = !cumpc1 !cumpc2 = eval(2)/@sum(e...