PCA on Panel data

[abcd]

Hi Admin


I am woring on panel data, haveing time series form 1970 to 2008. and number of countries are 30. I have to generate the PCA for each country. first of all I have to generate the eigen values for country one and store them in excel and generate the eigen vlaues for country two and save them in excel below the eigean values of first country eigen values. and so on

how i can do this
thanks

[EViews Glenn]

You'll have to write a simple program to loop over the calculation for each cross-section. There are many examples of such looping on this forum and in the EViews documentation.

[abcd]

thanks for reply

can you please refer me to such loops

thanks
i am unalbe to find.

[abcd]

Not geeting the command to save the eigen values in Excel.

how to do this .

[EViews Glenn]

Code: Select all

!maxcrossid = @max(@crossid) for !i=1 to !maxcrossid smpl if @crossid = !i [do your thing here] next

[aramibiaram]

Can you explain more??????

[EViews Glenn]

Just substitute the lines to do the pca and save the results in place of the lines

[do your thing here]

I dont' remember the syntax but I believe something like

Code: Select all

grp.pcomp(eigen=a)

should save the eigenvalues for the correlation matrix of the group into the vector A. For each cross-section, you'll also want to put A in a different row of a results matrix.