PCA Calculation in Eviews

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

kaix1231
Posts: 2
Joined: Mon Nov 08, 2021 2:22 am

PCA Calculation in Eviews

Postby kaix1231 » Fri Oct 21, 2022 2:35 am

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 Principal Component" function. Kindly let me know what step do I need to include. Thank you.

Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 12 guests