Ex10_1数据库中是纽约证券交易市场五支股票的星期收益率，共100周的数据。五支股票分别为AlliedChemical，DuPont，UnionCarbide，Exxon，Texaco.为了描述的方便，我们将五支股票分别定义为变量X1，X2，X3，X4，X5，主成分用Yi表示，因子用Fj表示。

AY1=0.4636X1-0.2411X2+0.6126X3-0.3821X4-0.4535X5

BY1=2.8562X1+0.8090X2+0.5401X3+0.4516X4+0.343X5

CY1=0.4636X1+0.4571X2+0.47X3+0.4217X4+0.4213X5

DY1=0.8635X1+0.8236X2+0.7469X3+0.8882X4+0.8832X5

A2.8562

B0.4636

C0.8635

D0.7834

A84.107%

B90.209%

C90.107%

D90.834%

AF1=0.7834X1+0.7725X2+0.7943X3+0.7126X4+0.7120X5

BX1=0.7834F1-0.2169F2-0.4502F3+0.2568F4

CF1=0.4636X1+0.4571X2+0.47X3+0.4217X4+0.4213X5

DX1=0.4636F1-0.2411F2+0.6126F3-0.3821F4-0.4535F5

A1

B2

C3

D4