EViews.com

Hello, I have a question related to PCA. I am trying to make an index based on the first principal component. Apparently, Eviews has a nice built-in function for that in "Proc>Make principal components" but I have a couple of questions before I can proceed with the output analysis. 1) I wo...

Thank you, that's exactly what I have been looking for. For those who have a similar issue, here is the link:
http://www.eviews.com/help/helpintro.ht ... 23ww132503

Hello, I have a related question. I have a panel data sample with various IDs and dates. How can I normalize each variable so that the new series will reflect only the means and standard deviations of each subsample based on ID? Let's says I have three firms X, Y, and Z for the variable Income. When...

Thank you. That's what I was looking for.

Thank you for such swift reply. Although it is helpful as it clearifies that dates are automatically matched, it is not exactly what I was asking. I have over three thousands stocks in each market and I have dozen markets. It will be very difficult to type one by one each stock in the formula. How c...

Hello, I am trying to create my own stock market index that is aggregate of all stocks' trade data within a particular stock market. I have multiple markets with multiple stocks in each. Let's say I want to create a series that sums number of all traded stocks (volume) for each trading day. How can ...