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principal components analysis program
Posted: Fri Aug 24, 2012 7:09 am
by tony
Hi everyone
I want to make a program on principal components analysis. I know there is menu operation about this.
So, can someone provide me some information about codes of making principal components analysis program.
Or, are there some commands about this?
Thanks a lot!
Re: principal components analysis program
Posted: Fri Aug 24, 2012 7:39 am
by EViews Gareth
What exactly are you trying to do?
Re: principal components analysis program
Posted: Sat Aug 25, 2012 7:03 am
by tony
I want to:
1) compute the principal components of the estimated correlation or
covariance matrix of a group of series,
2)display the table of eigenvalues and eigenvectors, display line graphs of the ordered
eigenvalues, and examine scatterplots of the loadings and component scores,
3)save the component scores and corresponding loadings to the workfile.
All these things should be performed by command rather than by menu operation.
How to do?
Could you tell me in detail?
THANKS
Re: principal components analysis program
Posted: Sat Aug 25, 2012 8:32 am
by EViews Glenn
Look in the EViews Object Reference Manual. Find the Group object, and look at
pcomp
and
makepcomp