Help System (web edition)

Principal components analysis:

At first compute the correlation matrix CORR.M and the matrix of
means and standard deviations MSN.M by the command
CORR <data>.
Then the principal components can be computed from the correlation
matrix by the sucro command
/PCOMPR CORR.M,MSN.M,m
where m gives the number of principal components to be computed.

If the principal components are to be computed from the COVARIANCE
matrix then the sucro command
/PCOMPCOV CORR.M,MSN.M,m
should be used.

More information is obtained by activating
/PCOMPR ?
/PCOMPCOV ?

  M = More information on multivariate analysis