The file yields2009.csv on this book’s website contains daily Treasury yields for 2009. Perform a principal components analysis on changes in the yields. Describe your findings. How many principal...


The file yields2009.csv on this book’s website contains daily Treasury yields for 2009. Perform a principal components analysis on changes in the yields. Describe your findings. How many principal components are needed to capture 98 % of the variability?



May 26, 2022
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