Preform a PCA on the yield curve data, interpret the eigenvectors and values Date 11/16/2022 11/15/2022...

  

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Preform a PCA on the yield curve data, interpret the eigenvectors and values Date 11/16/2022 11/15/2022 11/14/2022 11/10/2022 11/9/2022 11/8/2022 11/7/2022 11/4/2022 11/3/2022 11/2/2022 11/1/2022 10/31/2022 10/28/2022 10/27/2022 10/26/2022 10/25/2022 10/24/2022 10/21/2022 10/20/2022 10/19/2022 10/18/2022 10/17/2022 10/14/2022 10/13/2022 10/12/2022 10/11/2022 10/7/2022 10/6/2022 10/5/2022 10/4/2022 10/3/2022 9/30/2022 9/29/2022 9/28/2022 9/27/2022 9/26/2022 9/23/2022 9/22/2022 3.81 3.77 3.72 3.71 3.65 3.66 3.78 3.73 3.75 3.7 3.72 3.73 3.75 3.76 3.54 3.56 3.57 3.55 3.58 3.31 3.25 3.3 3.3 3.35 3.07 3.07 3.03 3.05 2.89 2.91 2.87 2.79 2.78 2.63 2.71 2.73 2.67 2.73 H15T1M H15T6M H15T1Y H15T2Y H15T3Y H15T5Y H15T7Y H15T10Y H15T20Y H15T30Y 4.13 4.17 4.24 4.17 4.49 4.55 4.63 4.58 4.63 4.54 4.48 4.45 4.38 4.29 4.41 4.45 4.52 4.52 4.66 4.56 4.43 4.45 4.47 4.44 4.29 4.31 4.33 4.24 4.17 4.08 4.12 4.25 4.19 4.12 4.39 4.37 4.21 4.12 4.54 4.54 4.55 4.52 4.59 4.6 4.62 4.55 4.57 4.57 4.58 4.57 4.51 4.44 4.47 4.5 4.52 4.43 4.48 4.45 4.39 4.38 4.31 4.3 4.16 4.17 4.09 4.04 4 3.98 3.97 3.92 3.87 3.87 3.91 3.95 3.85 3.87 4.62 4.6 4.63 4.59 4.75 4.77 4.8 4.76 4.78 4.76 4.75 4.66 4.55 4.5 Yield Curve Data 4.54 4.6 4.61 4.58 4.66 4.6 4.5 4.5 4.5 4.46 4.28 4.28 4.24 4.19 4.14 4.15 4.01 4.05 3.98 3.99 4.16 4.17 4.15 4.08 4.35 4.37 4.4 4.34 4.61 4.67 4.72 4.66 4.71 4.61 4.54 4.51 4.41 4.3 4.39 4.42 4.5 4.49 4.62 4.55 4.43 4.45 4.48 4.47 4.28 4.3 4.3 4.23 4.15 4.1 4.12 4.22 4.16 4.07 4.3 4.27 4.2 4.11 3.83 3.93 4 3.95 4.27 4.31 4.39 4.33 4.36 4.3 4.27 4.27 4.19 4.09 4.2 4.25 4.36 4.34 4.45 4.35 4.21 4.24 4.25 4.21 4.12 4.14 4.14 4.05 3.96 3.84 3.9 4.06 3.98 3.92 4.21 4.15 3.96 3.91 3.77 3.88 3.95 3.89 4.2 4.22 4.31 4.26 4.26 4.2 4.18 4.18 4.1 4.01 4.12 4.17 4.31 4.28 4.36 4.26 4.12 4.15 4.15 4.11 4.03 4.06 4.03 3.95 3.87 3.73 3.79 3.97 3.89 3.83 4.14 4.06 3.85 3.84 3.67 3.8 3.88 3.82 4.12 4.14 4.22 4.17 4.14 4.1 4.07 4.1 4.02 3.96 4.04 4.1 4.25 4.21 4.24 4.14 4.01 4.02 4 3.97 3.91 3.93 3.89 3.83 3.76 3.62 3.67 3.83 3.76 3.72 3.97 3.88 3.69 3.7 4.03 4.2 4.28 4.24 4.5 4.47 4.55 4.49 4.42 4.41 4.37 4.44 4.38 4.32 4.38 4.45 4.59 4.54 4.47 4.38 4.27 4.29 4.26 4.25 4.18 4.19 4.13 4.08 4.05 3.95 4 4.08 4 Table data was imported and can 3.98 4.15 4.01 3.87 3.9 3.85 3.98 4.07 4.03 4.31 4.28 4.34 4.27 4.18 4.15 4.14 4.22 4.15 4.12 4.19 4.26 4.4 4.33 4.24 4.15 4.04 4.04 3.99 3.97 3.9 3.92 3.86 3.81 3.78 3.7 3.73 3.79 3.71 3.7 3.87 3.72 3.61 3.65 Preform a PCA on the yield curve data, interpret the eigenvectors and values Date 11/16/2022 11/15/2022 11/14/2022 11/10/2022 11/9/2022 11/8/2022 11/7/2022 11/4/2022 11/3/2022 11/2/2022 11/1/2022 10/31/2022 10/28/2022 10/27/2022 10/26/2022 10/25/2022 10/24/2022 10/21/2022 10/20/2022 10/19/2022 10/18/2022 10/17/2022 10/14/2022 10/13/2022 10/12/2022 10/11/2022 10/7/2022 10/6/2022 10/5/2022 10/4/2022 10/3/2022 9/30/2022 9/29/2022 9/28/2022 9/27/2022 9/26/2022 9/23/2022 9/22/2022 3.81 3.77 3.72 3.71 3.65 3.66 3.78 3.73 3.75 3.7 3.72 3.73 3.75 3.76 3.54 3.56 3.57 3.55 3.58 3.31 3.25 3.3 3.3 3.35 3.07 3.07 3.03 3.05 2.89 2.91 2.87 2.79 2.78 2.63 2.71 2.73 2.67 2.73 H15T1M H15T6M H15T1Y H15T2Y H15T3Y H15T5Y H15T7Y H15T10Y H15T20Y H15T30Y 4.13 4.17 4.24 4.17 4.49 4.55 4.63 4.58 4.63 4.54 4.48 4.45 4.38 4.29 4.41 4.45 4.52 4.52 4.66 4.56 4.43 4.45 4.47 4.44 4.29 4.31 4.33 4.24 4.17 4.08 4.12 4.25 4.19 4.12 4.39 4.37 4.21 4.12 4.54 4.54 4.55 4.52 4.59 4.6 4.62 4.55 4.57 4.57 4.58 4.57 4.51 4.44 4.47 4.5 4.52 4.43 4.48 4.45 4.39 4.38 4.31 4.3 4.16 4.17 4.09 4.04 4 3.98 3.97 3.92 3.87 3.87 3.91 3.95 3.85 3.87 4.62 4.6 4.63 4.59 4.75 4.77 4.8 4.76 4.78 4.76 4.75 4.66 4.55 4.5 Yield Curve Data 4.54 4.6 4.61 4.58 4.66 4.6 4.5 4.5 4.5 4.46 4.28 4.28 4.24 4.19 4.14 4.15 4.01 4.05 3.98 3.99 4.16 4.17 4.15 4.08 4.35 4.37 4.4 4.34 4.61 4.67 4.72 4.66 4.71 4.61 4.54 4.51 4.41 4.3 4.39 4.42 4.5 4.49 4.62 4.55 4.43 4.45 4.48 4.47 4.28 4.3 4.3 4.23 4.15 4.1 4.12 4.22 4.16 4.07 4.3 4.27 4.2 4.11 3.83 3.93 4 3.95 4.27 4.31 4.39 4.33 4.36 4.3 4.27 4.27 4.19 4.09 4.2 4.25 4.36 4.34 4.45 4.35 4.21 4.24 4.25 4.21 4.12 4.14 4.14 4.05 3.96 3.84 3.9 4.06 3.98 3.92 4.21 4.15 3.96 3.91 3.77 3.88 3.95 3.89 4.2 4.22 4.31 4.26 4.26 4.2 4.18 4.18 4.1 4.01 4.12 4.17 4.31 4.28 4.36 4.26 4.12 4.15 4.15 4.11 4.03 4.06 4.03 3.95 3.87 3.73 3.79 3.97 3.89 3.83 4.14 4.06 3.85 3.84 3.67 3.8 3.88 3.82 4.12 4.14 4.22 4.17 4.14 4.1 4.07 4.1 4.02 3.96 4.04 4.1 4.25 4.21 4.24 4.14 4.01 4.02 4 3.97 3.91 3.93 3.89 3.83 3.76 3.62 3.67 3.83 3.76 3.72 3.97 3.88 3.69 3.7 4.03 4.2 4.28 4.24 4.5 4.47 4.55 4.49 4.42 4.41 4.37 4.44 4.38 4.32 4.38 4.45 4.59 4.54 4.47 4.38 4.27 4.29 4.26 4.25 4.18 4.19 4.13 4.08 4.05 3.95 4 4.08 4 Table data was imported and can 3.98 4.15 4.01 3.87 3.9 3.85 3.98 4.07 4.03 4.31 4.28 4.34 4.27 4.18 4.15 4.14 4.22 4.15 4.12 4.19 4.26 4.4 4.33 4.24 4.15 4.04 4.04 3.99 3.97 3.9 3.92 3.86 3.81 3.78 3.7 3.73 3.79 3.71 3.7 3.87 3.72 3.61 3.65

Answer rating: 100% (QA)

Performing a Principal Component Analysis PCA on the yield curve data involves several steps including data preparation covariance matrix calculation ... View the full answer