How to use Principal component analysis for financial within R
These two links will help you understand what PCA is within R
For part 1 to create data, use http://www.nseindia.com/content/indices/ind_cnx500.htm, click Daily Return values and select period. Download as a CSV to be named Returns_CNX_500.csv. It appears to load fine. You will also need to create a matrix called return1 before executing the code.
For part 2, you need to download MIBOR.CSV from http://dl.dropbox.com/u/20480592/MIBOR.csv
Other than that, the code in part 2 does work!