EViews.com

Hi all, I am using the "Make Principal Component" function for my data. I would like to know how I can calculate the Principal component result on my own. I tried taking the (loading)^2 as the weight but I don't seem to be able to get the same result as the PC result using the "Make P...

Thank you for your response Glenn - I have managed to obtain what i wanted to calculate from your code. I did have another more general question - i understand that EViews can report both the loadings and the eigenvectors, why would these be the same when using the covariance method of PCA? Thanks,...