Table 13 Principal component analysis

From: Lack of fiscal transparency and economic growth expectations: an empirical assessment from a large emerging economy

Group: FOPACt,T, FOPACt,T+12m, FOPACt,T+1
Eigenvalues: (Sum = 0.308, Average = 0.102)
     Cumulative Cumulative
Number Value Difference Proportion Value Proportion
1 0.241 0.186 0.782 0.241 0.782
2 0.054 0.041 0.176 0.295 0.959
3 0.012 0.040 0.308 1.000
  1. Computed using: Ordinary covariances