principal components analysis program

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tony
Posts: 59
Joined: Wed Jan 07, 2009 7:59 am

principal components analysis program

Postby tony » Fri Aug 24, 2012 7:09 am

Hi everyone
I want to make a program on principal components analysis. I know there is menu operation about this.
So, can someone provide me some information about codes of making principal components analysis program.
Or, are there some commands about this?
Thanks a lot!

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: principal components analysis program

Postby EViews Gareth » Fri Aug 24, 2012 7:39 am

What exactly are you trying to do?

tony
Posts: 59
Joined: Wed Jan 07, 2009 7:59 am

Re: principal components analysis program

Postby tony » Sat Aug 25, 2012 7:03 am

I want to:
1) compute the principal components of the estimated correlation or
covariance matrix of a group of series,
2)display the table of eigenvalues and eigenvectors, display line graphs of the ordered
eigenvalues, and examine scatterplots of the loadings and component scores,
3)save the component scores and corresponding loadings to the workfile.

All these things should be performed by command rather than by menu operation.
How to do?
Could you tell me in detail?
THANKS

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

Re: principal components analysis program

Postby EViews Glenn » Sat Aug 25, 2012 8:32 am

Look in the EViews Object Reference Manual. Find the Group object, and look at

pcomp

and

makepcomp


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