missing value in PCA

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msinvisible
Posts: 1
Joined: Wed Jul 18, 2012 10:59 pm

missing value in PCA

Postby msinvisible » Thu Jul 19, 2012 12:19 am

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!

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: missing value in PCA

Postby EViews Gareth » Thu Jul 19, 2012 7:51 am

Hard to tell without seeing the program/data

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: missing value in PCA

Postby EViews Glenn » Thu Jul 19, 2012 9:55 am

Typically, this means that there is a variable with zero variance so that associated correlations are undefined.


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