(1) Analyze the given data file
(PCA.mat file in Matlab 7 format or
text file) using principal component analysis
(PCA). The dataset contains 4 time series x1, x2, x3 and x4.
(2) From the given data file
(CCA.mat file in Matlab 7 format or
text file), perform canonical correlation analysis
between the two groups of time series, x1, x2, x3 and y1, y2, y3.