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Programming Principal Component Scores

Posted: Mon Jan 10, 2011 12:35 pm
by DvS
Hi there: I would like to program the generation of the Principal Component Scores. Using the one off manual process, I can create a group of time series and select the "Proc" option of menu tabs and then select "Make Principal Components..." The dialog box then offers a couple of options on the "Save results" tab, one of which is "Scores series names:" This is what I would like to program with the "pcomp" command, either in the "Group Views" on in the "Matrix Views" but neither seem to offer the option of creating the principal component scores. Do you have any suggestions?

Re: Programming Principal Component Scores

Posted: Mon Jan 10, 2011 1:40 pm
by EViews Glenn
For some reason it's not in the online help index, but makepcomp should be what you want. On the Group object window, go to the Procs menu (procs make data).