Principal Components Example                       1

                           The PRINCOMP Procedure

                          Observations          12
                          Variables              2


                             Simple Statistics
 
                                      x1                x2

                  Mean       8.083333333       3.083333333
                  StD        4.660439568       4.541892544



                             Covariance Matrix
 
                                     x1                x2

                   x1       21.71969697       15.53787879
                   x2       15.53787879       20.62878788



                       Total Variance    42.348484848


                    Eigenvalues of the Covariance Matrix
 
                Eigenvalue    Difference    Proportion    Cumulative

           1    36.7216923    31.0948998        0.8671        0.8671
           2     5.6267925                      0.1329        1.0000


                                Eigenvectors
 
                                  Prin1         Prin2

                       x1      0.719404      -.694592
                       x2      0.694592      0.719404

                        Principal Components Example                       2

                  Obs    x1     x2      Prin1       Prin2

                    1    16      8     9.11036    -1.96179
                    2    12     10     7.62193     2.25539
                    3    13      6     5.56296    -1.31682
                    4    11      2     1.34579    -2.80525
                    5    10      8     4.79394     2.20577
                    6     9     -1    -2.17680    -3.57427
                    7     8      4     0.57676     0.71734
                    8     7      6     1.24654     2.85074
                    9     5     -3    -6.44360    -2.23471
                   10     3     -1    -6.49322     0.59328
                   11     2     -3    -8.60181    -0.15094
                   12     1      1    -6.54284     3.42127