I'm trying to perform pca for a time series dataset.
my problem was that how to deal with the missing value, every time I run my programme there's pop up window telling me "missing value found in correlation/covariance matrix", so the step stopped. how do I fix it?
Cheers!
missing value in PCA
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EViews Gareth
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Re: missing value in PCA
Hard to tell without seeing the program/data
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EViews Glenn
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Re: missing value in PCA
Typically, this means that there is a variable with zero variance so that associated correlations are undefined.
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