Use the principal-components analysis of the explanatory variables in B. Fox’s time-series regression, given in Table 13.3, to estimate the nearly collinear relationships among the variables...

Use the principal-components analysis of the explanatory variables in B. Fox’s time-series regression, given in Table 13.3, to estimate the nearly collinear relationships among the variables corresponding to small principal components. Which variables appear to be involved in each nearly collinear relationship?