Hi all, Have got three variables that are highly correlated which I'll like to summarise as an index using the first Principal Component(PC) in the PCA. However, I don't know how to extract data of the first PC. Please could someone help?
--- On Mon, 11/1/10, Eloy A. Fisher Hogan <eloyfisher(a)hotmail.com> wrote: From: Eloy A. Fisher Hogan <eloyfisher(a)hotmail.com> Subject: Re: [Gretl-users] Recursive processes: To: gretl-users(a)lists.wfu.edu List-Post: gretl-users@gretlml.univpm.it Date: Monday, November 1, 2010, 3:20 AM Thanks Allin! EF > Date: Sun, 31 Oct 2010 22:05:05 -0400 > From: cottrell(a)wfu.edu > To: gretl-users(a)lists.wfu.edu > Subject: Re: [Gretl-users] Recursive processes: > > On Sun, 31 Oct 2010, Eloy A. Fisher Hogan wrote: > > > Hello everyone, I trying to migrate from Eviews to GRETL so > > perhaps this is noob question - how can we state recursive > > processes in GRETL? > > > I generate the nulldata 200 and create a random et using > > randgen, I try to use the ARMA functionality but it doesn't > > recognize the 0.8 coefficient, when I try to estimate yt I run > > into problems. In E-views the code is: > > > > smpl @first @last > > series e=nrnd > > smpl @first @first > > series y = 0 > > smpl @first+1 @last > > series y = .8*y(-1)+e > > It's very similar in gretl: > > nulldata 200 > series e = normal() > series y = 0 > y = .8*y(-1) + e > > Alternatively, there's the filter() function. > > Allin Cottrell > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users -----Inline Attachment Follows----- _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users
| Hi all, Have got three variables that are highly correlated which I'll like to summarise as an index using the first Principal Component(PC) in the PCA. However, I don't know how to extract data of the first PC. Please could someone help? --- On Mon, 11/1/10, Eloy A. Fisher Hogan <eloyfis...@hotmail.com> wrote:
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