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Hi,

I did a princial components analysis on spread changes and would like to do a regression on the output (Eigenvectors) with 6 dummy variables. How can I do that in eviews?

Thank you for an answer

I did a princial components analysis on spread changes and would like to do a regression on the output (Eigenvectors) with 6 dummy variables. How can I do that in eviews?

Before I answer, I just want to make certain you want to do these on the eigenvectors and not the scores. The latter are easier to do so before I describe the slightly harder case, I wanted to double-check...