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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!

Hard to tell without seeing the program/data

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