WORKSHEET 1

Principal Component Analysis: Y, X1, X2, X3, X4, X5, X6

Eigenanalysis of the Correlation Matrix
Eigenvalu 5.012 1.232 0.564 0.143 0.035 0.009 0.002
e 0 7 6 5 2 5 5
Proportio 0.716 0.176 0.081 0.021 0.005 0.001 0.000
n
Cumulativ 0.716 0.892 0.973 0.993 0.998 1.000 1.000
e
Eigenvectors
Variable PC1 PC2 PC3 PC4 PC5 PC6 PC7
Y 0.437 0.010 -0.017 -0.455 0.597 -0.496 0.008
X1 0.444 0.039 -0.128 0.027 0.007 0.366 -0.807
X2 -0.100 -0.767 -0.632 -0.053 0.016 -0.014 0.000
X3 0.423 0.044 -0.176 0.755 -0.110 -0.446 0.085
X4 0.442 0.050 -0.144 0.064 0.241 0.636 0.561
X5 0.435 -0.029 -0.012 -0.443 -0.756 -0.117 0.165
X6 -0.198 0.637 -0.730 -0.135 -0.037 -0.056 0.007