Principal compotents – Macrobond Help

Principal components analysis

Overview Settings General Select method for creating matrix Select series Output PCA elements Eigenvectors/Matrix Eigenvalues/Category chart & table Principal components/Time chart & table Example Questions I have checked ‘Use correlation (normalize input)’ – is it possible to show this normalized series? I have five different sets of data, but the matrix tab only shows the … Continue reading “Principal components analysis”

Rolling principal components analysis

Overview Settings General Select method for creating matrix Select window type Output Example Overview Example of general use of Rolling principal components analysis: The Rolling principal components analysis (Rolling PCA) allows you to calculate a set of linearly uncorrelated series, or components, from a set of possibly correlated series. Rolling PCA enables you to do … Continue reading “Rolling principal components analysis”