# How replicate data using PCA

I have a set of date covering petrol prices.

My example has two columns where each row represents a sequential date.

   unleaded diesel
1   1.39     1.35
2   1.3901   1.3502
3   1.3902   1.3501
.....


I generate eigen values:

my.eigen $values [1] 7.053791e-07 9.097811e-08 $vectors
PC1        PC2
diesel   0.7608519  0.6489256


my.eigen \$values [1] 7.053791e-07 9.097811e-08

How can I produce a timeseries using the first, second or first two Components. That would give me something that replicates(but of course is different to) the original data?

I would like to plot unleaded, diesel timeseries against the "replicated" data for different inclusion of components.

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At first glance it's difficult to see whether using PCA makes any sense here. Could you please explain what you are trying to achieve? Generate similar data? –  SRKX Apr 26 '13 at 5:43
@SRKK I understand it is possible to apply the eigenvectors to the original data (not sure of exactly how) and generate a new timeseries that looks very much like unleaded BUT is based on just a subset of the principa components. –  ManInMoon Apr 26 '13 at 6:11