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I need to create an Investor Sentiment series. I am considering using Principal Component Analysis using Eviews. The variables I have chosen are: Rand /

I need to create an Investor Sentiment series. I am considering using Principal Component Analysis using Eviews. The variables I have chosen are: Rand/Dollar Exchange Rate, Repo Rate, Trading Volume, Volatility Index, Net Emigration, Price of Oil and Price of Gold. Are the variables chosen suited to create the series? Can you help me justify with the support of academic literature

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