主成分分析_成份分析_主成分分析的主要步骤(3)

在INSIGHT中打开WORK.PRIN，分别绘制JULY对JANUARY、PRIN2对PRIN1的散点图（图 1）。从图可以看出主成份为原始变量的一个正交旋转。输出如下：

                                 Principal Component Analysis   
      62 Observations                                           
       2 Variables                                              
                                      Simple Statistics         
                                             JULY           JANUARY 
                           Mean       75.92096774       32.55483871 
                           StD         4.88061193       11.59197967     


                                      Covariance Matrix                      
        
                                              JULY           JANUARY         
       
                         JULY           23.8203728        43.4319461         
       
                         JANUARY        43.4319461       134.3739926         
       
                                Total Variance = 158.19436542                
        

                             Eigenvalues of the Covariance Matrix            
        
                       Eigenvalue      Difference      Proportion      Cumulative
    
            PRIN1         149.396         140.597        0.944380         0.94438
   
            PRIN2           8.799            .           0.055620         1.00000
   
                                         Eigenvectors                        
       
                                                                             
       
                                             PRIN1         PRIN2             
       
                             JULY         0.326866      0.945071             
        
                             JANUARY      0.945071      -.326866