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Select Analyze > Multivariate Methods > Principal Components.
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Select all of the continuous columns and click Y, Columns.
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Figure 3.2 Principal Components on Correlations Report
The report gives the eigenvalues and a bar chart of the percent of the variation accounted for by each principal component. In this example, the first principal component accounts for almost 80% of the variation in the data. Together, the first two principal components account for almost all of the variation in the data (95.6%). There is a Score Plot and a Loadings Plot as well. See Principal Components Report for details.