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January 20th, 2018, 09:13 PM  #1 
Newbie Joined: Mar 2015 From: New Zealand Posts: 6 Thanks: 0  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 
January 20th, 2018, 09:44 PM  #2 
Senior Member Joined: Sep 2016 From: USA Posts: 635 Thanks: 401 Math Focus: Dynamical systems, analytic function theory, numerics 
So you have some application involving PCA. You are doing something....and you are asking us to tell you why you are doing it?

January 21st, 2018, 09:29 AM  #3 
Newbie Joined: Mar 2015 From: New Zealand Posts: 6 Thanks: 0 
No I'm not doing it, the project team I'm involved with are doing it.

January 22nd, 2018, 04:46 PM  #4 
Senior Member Joined: Sep 2016 From: USA Posts: 635 Thanks: 401 Math Focus: Dynamical systems, analytic function theory, numerics  

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analysis, components, principle 
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