主成分分析和因子分析习题答案 .docx

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1、第11章主成分分析和因子分析教材习题答案11.1下表是2007年30家能源类上市公司的有关经营数据。其中：X1=主营业务利润；X2=净资产收益率；X3=每股收益；X4=总资产周转率；X5=资产负债率；X6=流动比率；X7=主营业务收入增长率；X8=资本积累率。进行主成分分析并确定主成分的数量。股票简称X1X2X3X4X5X6X7X8海油工程19.75127.0101.1320.92250.4691.23725.49510.620中海油服33.73312.9900.4980.51025.3983.37846.990-1

2、.576中国石化13.07918.2600.6341.83554.5840.67455.04343.677中国石油33.44119.9000.7350.92328.0681.04342.68245.593广聚能源6.79015.6500.4411.18813.2573.60238.44617.262鲁润股份5.3150.5000.0111.87952.5931.222207.37333.721海越股份3.35715.4800.5380.62648.8300.80733.43854.972国际实业29.33210.34

3、00.2990.66253.1401.21816.5797.622靖远煤电29.96116.0400.2550.66236.5960.70020.902-3.682美锦能源23.34218.5800.4970.92360.9630.9921.27112.128神火股份26.04242.5001.6400.99069.7760.51050.13852.066金牛能源35.02215.7300.7250.94439.2670.9539.002-3.877煤气化25.80914.9800.6770.92845.7680.9

4、49-3.85124.881西山煤电39.50617.8200.8680.70345.4501.5259.162-85.430露天煤业29.89522.4500.7090.80040.9771.3213.3104.369郑州煤电18.16012.7400.2991.37452.9621.240-100.00085.688兰花科创41.40220.0701.4140.61752.9161.0606.78914.259黑化股份8.7831.4300.0330.75348.0610.545-11.6596.856兖州煤业4

5、5.59213.7300.5480.68822.3502.15821.19921.953国阳新能16.06114.9201.0301.62348.3860.97315.34220.860盘江股份11.0036.6600.2601.18730.2011.68241.65775.804上海能源24.87617.9500.7090.96848.6740.51020.54814.526山西焦化12.8254.4500.3310.84948.4761.41743.67629.419恒源煤电32.22817.8201.0700.

6、44972.0790.5159.872149.837开滦股份24.42320.6701.1020.84554.1981.10273.28526.542大同煤业44.00512.9900.5970.66747.5541.84330.62115.668中国神华48.18015.4000.9940.40837.6872.09727.81346.229潞安环能28.56721.7101.5341.02354.2611.59048.31529.610中煤能源41.21416.6800.4410.66940.9322.05829

7、.90311.350国投新集30.0159.6800.2220.35064.4710.63024.27836.437详细答案：SPSS输出的各主成分分析结果如下表：主成分的方差贡献率和累计方差贡献率TotalVarianceExplainedInitialEigenvaluesExtractionSumsofSquaredLoadingsmponent%of%ofTotalCumulative%TotalCumulative%VarianceVariance12.34629.32129.3212.34629.321

8、29.32122.05925.73255.0532.05925.73255.05331.24915.61470.6671.24915.61470.6674.84310.53981.2065.7549.42190.6286.3374.21594.8437.2493.11497.9578.1632.043100.000CoExtractionMet