Principal Component Analysis

For econometric discussions not necessarily related to EViews.

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a.rachmasyaputri
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Joined: Sun Nov 29, 2020 8:03 am

Principal Component Analysis

Postby a.rachmasyaputri » Sun Dec 20, 2020 5:19 am

Hai All members,

I need some help how to make a indexes from Principal Analysis Tools. I try step-by-step ini Eviews user guide how to run a Principal Componen analysis. First I made a group consist of 10-yield countries of government bond. Then I run with view+principal component, then I can find eigenvalue and eigenvector for this group. Is it right? Then I want to make an index from yield from 10 countries in 1 series index. Then I run to Proc+make principal component then I named scores series names with "bond_10y" or something else. The result is a series number but the chatbox there is a warning said "bond_10y is not is not defined".

is there something wrong with my step. Thank you..

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