Real time principal components analysis

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eca05jpm
Posts: 9
Joined: Wed Apr 16, 2014 2:58 am

Real time principal components analysis

Postby eca05jpm » Wed Apr 30, 2014 10:09 am

Hi all,

Looking to estimate an output gap using PCA but would like to do create a real-time series.
Anyone know if there is some functionality in eviews for this or whether it requires a program to be written?

Very grateful of assistance,

Jamie
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