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例7.1 (主成分分析) xi ：5支股票的周回报率 x1 ：JP Morgan x2 ：Citibank x3 ：Wells Fargo
x4 ：Royal Dutch Shell x5 ：ExxonMobil
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Z1 (λ1=2.437) Z2 (λ2=1.407) Z3 (λ3=0.501) Z4 (λ4=0.400) Z5 (λ5=0.255) x1 0.469 -0.368 -0.604 0.363 0.384 x2 0.532 -0.236 -0.136 -0.629 -0.496 x3 0.465 -0.315 0.772 0.289 0.071 x4 0.387 0.585 0.093 -0.381 0.595 x5 0.361 0.606 -0.109 0.493 -0.498
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例8.2 [例7.1续](因子分析) xi ：5支股票的周回报率 x1 ：JP Morgan x2 ：Citibank
x3 ：Wells Fargo x4 ：Royal Dutch Shell x5 ：ExxonMobil
 xi ：5支股票的周回报率 x1 ：JP Morgan x2 ：Citibank](http://slidesplayer.com/slide/16589093/96/images/6/%E4%BE%8B8.2+%5B%E4%BE%8B7.1%E7%BB%AD%5D%28%E5%9B%A0%E5%AD%90%E5%88%86%E6%9E%90%29+xi+%EF%BC%9A5%E6%94%AF%E8%82%A1%E7%A5%A8%E7%9A%84%E5%91%A8%E5%9B%9E%E6%8A%A5%E7%8E%87+x1+%EF%BC%9AJP+Morgan+x2+%EF%BC%9ACitibank.jpg "x3 ：Wells Fargo. x4 ：Royal Dutch Shell. x5 ：ExxonMobil.")
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例8.2 [例7.1续](因子分析) 因子载荷估计以及特殊方差 m=1 m=2 F1 (λ1=2.437) 特殊方差 (λ3=0.501)
(λ4=0.400) x1 0.732 0.46 -0.437 0.27 x2 0.831 0.31 -0.280 0.23 x3 0.726 0.47 -0.374 0.33 x4 0.605 0.63 0.694 0.15 x5 0.563 0.68 0.719 0.17 累计贡献率 0.487 0.769
 因子载荷估计以及特殊方差 m=1 m=2 F1 (λ1=2.437) 特殊方差 (λ3=0.501)](http://slidesplayer.com/slide/16589093/96/images/7/%E4%BE%8B8.2+%5B%E4%BE%8B7.1%E7%BB%AD%5D%28%E5%9B%A0%E5%AD%90%E5%88%86%E6%9E%90%29+%E5%9B%A0%E5%AD%90%E8%BD%BD%E8%8D%B7%E4%BC%B0%E8%AE%A1%E4%BB%A5%E5%8F%8A%E7%89%B9%E6%AE%8A%E6%96%B9%E5%B7%AE+m%3D1+m%3D2+F1+%28%CE%BB1%3D2.437%29+%E7%89%B9%E6%AE%8A%E6%96%B9%E5%B7%AE+%28%CE%BB3%3D0.501%29.jpg "(λ4=0.400) x x x x x 累计贡献率")
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