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January 20th, 2018, 09:13 PM   #1
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principle components analysis

Hi everyone.

We are using Principle components analysis to build an index or Beta based on multiple economic variables. To do this we times the Z score of each of those variables against the eigenvectors for each month and then take the then take the z score of this output.

Why is z score used?

Thanks for any help explaining
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January 20th, 2018, 09:44 PM   #2
SDK
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So you have some application involving PCA. You are doing something....and you are asking us to tell you why you are doing it?
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January 21st, 2018, 09:29 AM   #3
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No I'm not doing it, the project team I'm involved with are doing it.
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January 22nd, 2018, 04:46 PM   #4
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Quote:
Originally Posted by Sancho View Post
No I'm not doing it, the project team I'm involved with are doing it.
That changes things how? Why on earth would anyone here know what they are doing? Why don't you ask them what they are doing?
Thanks from Joppy
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