Find an m-dimensional time series data set of your interest with m ≥ 10. Construct your principle component model based on its sample covariance and correlation matrices separately, and evaluate your...

Find an
m-dimensional time series data set of your interest with
m
≥ 10. Construct your principle

component model based on its sample covariance and correlation matrices separately,

and evaluate your findings with a written report and analysis software code.

Find a
m-dimensional social science related time series data set with
m
≥ 10, construct your

best factor models based on both principle component and likelihood ratio test methods, and

compare your results with a written report and analysis software code. Email your data set

and software code to your course instructor.