If data set is in panel-form, then can we perform principle component analysis( PCA) for overall data? Or, should we perform PCA on individual basis?
Would you please provide us with more details regarding your dataset; in particular rows and columns?
I have series of columns: x1, x2, x3 and x4 for each firms from 2000 to 2014. The data set is a panel data set. Each column contains variable and each row contains the values of 4 variables in each year. They are grouped by firm id.
Then I would you the so-called "partial triadic analysis". If you're using R, see function pta in package ade4.
Examples at http://pbil.univ-lyon1.fr/ade4/ade4-html/pta.html
This paper should help
http://www.bentley.edu/sites/www.bentley.edu.centers/files/csbigs/bertrand2.pdf
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