Create a time series plot with z1, z2, z3, PC1, PC2, and PC3. Remember that it might

Question:

Create a time series plot with z1, z2, z3, PC1, PC2, and PC3. Remember that it might be more appropriate to plot a negative principal component (e. g., –PC1 instead of PC1), since the sign of each eigenvector is arbitrary. Submit this graph and explain how the time series patterns of PC1, PC2, and PC3 relate to z1, z2, and z3.