Principle Componant/Common Factor

[mczhang]

Hi there, I am quite new to eviews. I am trying to estimate the changes of the common factor Z on quarterly real GDP growth (as a new time series that can be stored and for future use) of OECD countries from '70-'08. I have tried the way of "select the GDP series as group, then Proc/Make Principle Componant". But I have only got one constant figure for the principle Componant for the entire samply period and the co-relation coefficients between the countries which are also constant.
Does anyway know how this could be done in Eviews 6?