How to use Principal component analysis for financial within R

(Last Updated On: May 30, 2012)

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, 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

Other than that, the code in part 2 does work!

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