RainbowStats™ · Matrix commands

PRINC_COMPONENTS

Return principal-component series.

Syntax

PRINC_COMPONENTS(seriesList)

Example or template

PRINC_COMPONENTS(LIST(INDPRO,PAYEMS))

Details

Aligns the series list to its common date range before calling getPrincipalComponents.

Matrix names and editable targets in examples are placeholders for variables you have created. Result-specific EXTRACT keys are not inventoried here.