loadings from principal components analysis

For questions regarding programming in the EViews programming language.

Moderators: EViews Gareth, EViews Moderator, EViews Jason, EViews Matt

jbonanca
Posts: 33
Joined: Mon Dec 06, 2010 1:49 pm

loadings from principal components analysis

Postby jbonanca » Mon Jun 09, 2014 4:57 pm

please forgive if obvious -- I'm trying to program principal components analysis on a group such that I can get a string of series names that correspond to the x most-positive or most-negative loadings on each principal component. extracting the eigenvectors of interest from the analysis seems easy enough but i'm not sure how to sort and link to series identifiers. can someone help? thank you

Return to “Programming”

Who is online

Users browsing this forum: No registered users and 2 guests