eigen |
out=arg (default=“table”) | Output: table of eigenvalue and eigenvector results (“out=table”), graphs of ordered eigenvalues (“graph”), graph of the eigenvectors (“loadings”). Note: when specifying the eigenvalue graph (“out=graph”), the option keywords “scree” (scree graph), “diff” (difference in successive eigenvalues), and “cproport” (cumulative proportion of total variance) may be included to control the output. By default, EViews will display the scree graph. If you specify one or more of the keywords, EViews will construct the graph using only the specified types (i.e., if you specify “cproport”, a scree plot will not be provided unless requested). |
n=integer | Maximum number of components to retain when presenting table (“out=table”) or eigenvalue graph (“out=graph”) results. The default is to set to the number of variables. EViews will retain the minimum number satisfying any of: “n=”, “mineig=” or “cproport=”. |
mineig=arg (default=0) | Minimum eigenvalue threshold value: we retain components with eigenvalues that are greater than or equal to the threshold. EViews will retain the minimum number satisfying any of: “n=”, “mineig=” or “cproport=”. |
cproport=arg (default = 1) | Cumulative proportion threshold value: we retain , the number of components required for the sum of the first eigenvalues exceeds the specified value for the cumulative variance explained proportion. EViews will retain the minimum number satisfying any of: “n=”, “mineig=” or “cproport=”. |
eigval=vec_name | Specify name of vector to hold the saved the eigenvalues in workfile. |
eigvec=mat_name | Specify name of matrix to hold the save the eigenvectors in workfile. |
prompt | Force the dialog to appear from within a program. |
p | Print results. |
scale=arg, (default=“normload”) | Diagonal matrix scaling of the loadings: normalize loadings (“normload”), normalize scores (“normscores”), symmetric weighting (“symmetric”), user-specified power (arg=number). |
mult =arg (default=“first”) | Multiple series handling: plot first against remainder (“first”), plot as x-y pairs (“pair”), lower-triangular plot (“lt”). |
nocenter | Do not center graphs around the origin. |