Sample coding for extracting Eigenvectors

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mwu888
Posts: 25
Joined: Sat Jul 09, 2011 5:49 pm

Sample coding for extracting Eigenvectors

Postby mwu888 » Fri Sep 30, 2011 11:44 am

Hi,

Can anyone with Eviews programming experience to post sample code on how to extact eigenvectors? One condition: these eigenvectors are computed using ordinary covariances.

Thank you!

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13603
Joined: Tue Sep 16, 2008 5:38 pm

Re: Sample coding for extracting Eigenvectors

Postby EViews Gareth » Fri Sep 30, 2011 11:58 am

Extract them from what?

Have you looked up the @eignevectors command in the Command Reference?

mwu888
Posts: 25
Joined: Sat Jul 09, 2011 5:49 pm

Re: Sample coding for extracting Eigenvectors

Postby mwu888 » Fri Sep 30, 2011 7:59 pm

Hey Gareth,

My meaning of extract is to save the eigenvectors in a variable. Thanks for pointing out the command reference.


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