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The document contains monthly data for 5 variables (x1-x5) across 12 months. The algorithm performs principal component analysis on the data. It finds the correlation matrix, covariance matrix, standardizes the data, calculates the eigenvalues and eigenvectors, and identifies the first principal component explains 63% of the variance in the data. A scree plot shows the proportion of variance explained by each component.

Author

Anis

Language

EN