Re: [Gretl-users] How to use the First Principal Component in PCA as an Index

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 /&lt;eloyfisher(a)hotmail.com&gt;/* wrote: From: Eloy A. Fisher Hogan <eloyfisher(a)hotmail.com&gt; Subject: Re: [Gretl-users] Recursive processes: To: gretl-users(a)lists.wfu.edu 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 </mc/compose?to=Gretl-users(a)lists.wfu.edu&gt; 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