PCA Calculation in Eviews
Posted: Fri Oct 21, 2022 2:35 am
Hi all, I am using the "Make Principal Component" function for my data. I would like to know how I can calculate the Principal component result on my own. I tried taking the (loading)^2 as the weight but I don't seem to be able to get the same result as the PC result using the "Make Principal Component" function. Kindly let me know what step do I need to include. Thank you.