先进行factor A B C D,pcf--------------------------------------------------------------------------
Factor Eigenvalue Difference Proportion Cumulative
-------------+------------------------------------------------------------
Factor1 4.62365 3.45469 0.7706 0.7706
Factor2 1.16896 1.05664 0.1948 0.9654
Factor3 0.11232 0.05395 0.0187 0.9842
Factor4 0.05837 0.02174 0.0097 0.9939
Factor5 0.03663 0.03657 0.0061 1.0000
Factor6 0.00006 . 0.0000 1.0000
--------------------------------------------------------------------------
得出各个因子的特征值和差值,只需要取特征值大于1的才能作为解释的因子,
-------------------------------------------------
Variable Factor1 Factor2 Uniqueness
-------------+--------------------+--------------
rings 0.9792 0.0772 0.0353
logdsun 0.6710 -0.7109 0.0443
lograd 0.9229 0.3736 0.0088
logmoons 0.9765 0.0003 0.0465
logmass 0.8338 0.5446 0.0082
logdense -0.8451 0.4705 0.0644
-------------------------------------------------
说明factor1,2可以代表变量
然后 rotate进行矩阵旋转,最后进行predict f1 f2即出来因子分


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