Hi everyone
I would like to create all principal components representing 0.95 of the cumulative proportion of variance explained (PCA).
This is what I have so far where CFP01 is the group name of a number of underlying series.
The input for the vector names is not a string. The code does not recognise the empty space as a delimiter. Please advise
Thanks
I would like to create all principal components representing 0.95 of the cumulative proportion of variance explained (PCA).
This is what I have so far where CFP01 is the group name of a number of underlying series.
Code:
%m= "cfp01"
freeze(table01) {%m}.pcomp(cproport = 0.95, out=table)
!n = @val(@wright(@wleft(table01(6,1),2),1))
For !i = 1 to !n
%str1 = %str1 + "F" + @str(!i) + " "
next
{%m}.makepcomp(scale=normscore, cpnorm) %str1
The input for the vector names is not a string. The code does not recognise the empty space as a delimiter. Please advise
Thanks