Hello,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.
-Paulo