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@gmx.de> wrote:
>
>    From: amaryl <amaryl.felicia@gmx.de>
>    Subject: [Gretl-users] Storing the loadings of principal
>    component analysis
>    To: gretl-users@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!
>
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