Thanks for your reply. But as far as I can see, this saves the principal components (which are time series). What I need, is the matrix of loadings, which describes how the series of principal components "contribute" to the original data series.
To put it in more technical terms, I would like to access the eigenvectors of the correlation matrix themselves, not just the principal components computed from these eigenvectors. On Sun, 2011-06-12 at 05:02 -0700, Anutechia Asongu wrote: > > Click on the plus(+) sign on top of the window showing ur PCA results > and save the result on ur main Grelt Window. > > > > --- On Sun, 6/12/11, amaryl <amaryl.felicia(a)gmx.de> wrote: > > From: amaryl <amaryl.felicia(a)gmx.de> > Subject: [Gretl-users] Storing the loadings of principal > component analysis > To: gretl-users(a)lists.wfu.edu > Date: Sunday, June 12, 2011, 3:57 AM > > Dear all, > > is there a way to store the component loadings as a matrix > after doing a > principal component analysis? I get the loadings as output, of > course, > but I need them for further processing. > > Thanks in advance! > > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users > > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users
