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Ok thx Glenn. For interpretation purposes the ordinal ordering works for me.
Thx again for all your help.
T

Thx Glenn, now it worked. Is there a way to perform the varimax rotation on the adjusted factor loadings? By adjusted I mean divide the factor loadings of the principal factors (as derived by the EFA) by the square root of the corresponding eigenvalue? That way I can perform the rotation on the load...

Just realized there is a page two in this chat chain.
My Eviews version is 7.1, Standard Edition - Sep 10 2010 build

This is very awkward, I just ran it again, step by step and I still get very different coefficents/loadings in the sevec and fevec matrices. I'm attaching an Excel file with the output for each matrix, vector and intermediate calculation of the program (only the first two PCs or Factors and only the...

Thx Glenn, I understand what you did. But shouldn't the diff matrix have only zeros (or very close to zeros) to show the equivalence?

ok, had to extract the group with the files into a new workfile and zip it.

Didn't seem to work, let me try again

Thx Glenn, I attached the file. The group name is g_all. I performed the PCA using the correlations matrix.

I multiplied the factor loadings from the factor analysis with the square root of the respective Eigenvalues from the PCA but the results did not match the loadings from the PCA. Alternatively, I multiplied the loadings from the PCA with the square root of the respective Eigenvalues buth the results...

Hi, thx. I ran the procedure but the loadings for F1 using Proc/Make Factor are different to those for PC1 using Proc/Make Principal Components. Any clue why?

Thx for you reply. I have the full raw data in Eviews 7.1

Hi,
I would like to perform a varimax rotation on the output of a PCA to more readily interpret the "meaning" of the principal components.
What's the easiest way to do this? I have the PCA output but can't make the transition to a factor object to perform the varimax rotation.
Thx
T

I'm particulary having trouble programming a routine for the arranged regressions. How can I rearrange a time series, y, so that I get time sequences related to a AR(p) process for the smallest y(j), then the second smallest y(j) and so on, where j is the index that orders the series from smallest o...

Hi,
Has someone programmed or found a program procedure for Ruey Tsay's non-linearity TAR-F test?
Thx,
Thomas