[Gretl-users] Re: PCA score calculation

hi Artur, thanks for your reply. I am not using the script but simply using the GUI commands. Working from the outputs of the GUI i receive the below: Principal Components Analysis Eigenanalysis of the Covariance Matrix Component Eigenvalue Proportion Cumulative 1 0.0331 0.8665 0.8665 2 0.0051 0.1325 0.9990 3 0.0000 0.0009 1.0000 4 0.0000 0.0000 1.0000 Eigenvectors (component loadings) PC1 PC2 PC3 PC4 EUSA2_ICPL_Curncy 0.087 -0.883 0.461 0.017 EUSA5_ICPL_Curncy 0.379 -0.344 -0.714 -0.477 EUSA7_ICPL_Curncy 0.553 -0.045 -0.220 0.802 EUSA10_ICPL_Curncy 0.737 0.315 0.479 -0.358 In order to calculate myself the PC1 i would have assumed to derive it in the following way: PC1(i) = 0.087*[EUSA2(i) - mean(EUSA2)] + 0.379*[EUSA5(i) - mean(EUSA5)] + 0.553*[EUSA7(i) - mean(EUSA7)] + 0.737*[EUSA10(i) - mean(EUSA10)] But i guess i am wrong as the PCs calculated by Gretl are much different. Hope i have been clear enough, Many thanks Francesco