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Sample coding for extracting Eigenvectors

Posted: Fri Sep 30, 2011 11:44 am
by mwu888
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!

Re: Sample coding for extracting Eigenvectors

Posted: Fri Sep 30, 2011 11:58 am
by EViews Gareth
Extract them from what?

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

Re: Sample coding for extracting Eigenvectors

Posted: Fri Sep 30, 2011 7:59 pm
by mwu888
Hey Gareth,

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