using principle components in a time series model

[Noble, Lyndsay]

Hi,
I've been told that, years ago, someone created an SPSS macro to perform time
series analysis on principle components and then transform the parameters of
the PCs back into parameters for the raw data.  Has anyone re-written the
procedure in the new Python programming language so that I could use it with
the current version of SPSS?

Thanks,
Lyndsay

[Hector Maletta]

         I do not have the answer, but as a question of principle, I propose
we call it Principal Component Analysis.
         Hector

         -----Original Message-----
From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of
Noble, Lyndsay
Sent: 26 June 2007 20:49
To: [hidden email]
Subject: using principle components in a time series model

         Hi,
         I've been told that, years ago, someone created an SPSS macro to
perform time
         series analysis on principle components and then transform the
parameters of
         the PCs back into parameters for the raw data.  Has anyone
re-written the
         procedure in the new Python programming language so that I could
use it with
         the current version of SPSS?

         Thanks,
         Lyndsay