Principal component analysis

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请问如何用E-views进行 Principal component analysis 并计算principal component的解释能力？
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关键词：PRINCIPAL Component Analysis Analysi Analys Analysis Component PRINCIPAL

select the data series(more than 2 generally), then open them as group, under "view" tab there is a selection named "principle components" . Open it, choose the way you want to calculate(correlation or covariance), then press "OK" to generate PCA. the explanation capacity is related to the eigen value which will provided by Eviews automatically.

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