I am struggling with a simple issue: 
     I have a data set of monthly time series that spans 2000:01 to 2012:12
     I want to run "pca" in a subset, from 2000:01 to 2011:12, 
     So I change the sample using "smpl ; 2011:12" command before running "pca" command and save all the principal components. 
     But when I change back to full sample I can see the principal components running through all my sample -- so I assume the "pca" runs in the full dataset and does not respect the "smpl" command. 

Is this the case? If so, how do I run "pca" in a subset of data?

Thanks a lot.

Dr. Paulo Gustavo Grahl, CFA
+55(21) 8809-9254