Question: Do you think the first column of delta yield is stationary? Why or why not? Run the following code to perform a PCA using the
Do you think the first column of delta yield is stationary? Why or why not?
Run the following code to perform a PCA using the function princomp. By default,princomp does a PCA on the covariance matrix, though there is an option to use the correlation matrix instead.We will use the covariance matrix. The second line of the code will print the names of the components in the object that is returned by princomp. As you can see, the names function can be useful for learning just what is being returned. You can also get this information by typing? princomp.
pca_del = princomp(delta_yield)
names(pca_del)
summary(pca_del)
plot(pca_del)
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See Figure 28 for a plot of the first difference of each of the four columns of the yield data the f... View full answer
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