Programming Principal Component Scores

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DvS
Posts: 3
Joined: Sun Apr 25, 2010 4:58 pm

Programming Principal Component Scores

Postby DvS » Mon Jan 10, 2011 12:35 pm

Hi there: I would like to program the generation of the Principal Component Scores. Using the one off manual process, I can create a group of time series and select the "Proc" option of menu tabs and then select "Make Principal Components..." The dialog box then offers a couple of options on the "Save results" tab, one of which is "Scores series names:" This is what I would like to program with the "pcomp" command, either in the "Group Views" on in the "Matrix Views" but neither seem to offer the option of creating the principal component scores. Do you have any suggestions?

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: Programming Principal Component Scores

Postby EViews Glenn » Mon Jan 10, 2011 1:40 pm

For some reason it's not in the online help index, but makepcomp should be what you want. On the Group object window, go to the Procs menu (procs make data).


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