Ustb3m Ustb6m Ustb1y Ustb3y Ustb5y Ustb10y

and click OK, then name the group Interest by clicking the Name tab. The group will now appear as a set of series in a spreadsheet format. From within this window, click View/Principal Components. Screenshot 3.2 will appear.

There are many features of principal components that can be examined, but for now keep the defaults and click OK. The results will appear as in the following table.

Principal Components Analysis Date: 08/31/07 Time: 14:45 Sample: 1986M03 2007M04 Included observations: 254

Computed using: Ordinary correlations Extracting 6 of 6 possible components


(Sum = 6, Average = 1)

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