Re: [Gretl-users] Quick question on PCA
Am 04.12.2013 19:16, schrieb Paulo Grahl:
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?
I don't know if it's the case (which would look like a bug), but a
clunky workaround would be to save copies of the original data and set
all the post 2011m12 values to missing there. You can then also compare
the saved components with the first ones to see if indeed there's a
difference (which shouldn't be if the sample selection is honored).
cheers,
sven