ben wen zhu yao tan tao mei guo cai gou jing li ren zhi shu PMI yu Vanguard ETF VTI zhi jian de guan xi wo men can kao le Stock and Watson 1998 2002 li yong zhu cheng fen fen xi fa Principal ComponentAnalysis PCA chang shi jian li ke yu ce mei guo dao qiong gu shi zhi shu biao xian de gai liang PMI zhi biao bing shi yong PMI yu tou guo 6 ge ling xian zhi biao jian li le yi ge xin PMI zhi biao zai zi liao chu li hou shi yong le yang ben nei yu yang ben wai ce shi lai yan zheng fang fa zhi ke xing xing ben wen qi dai du zhe neng yin ben wen de yan jiu ti sheng yan jiu jing ji jing qi xun huan yu ce zhi xiao guo bing zuo wei jing ji yan jiu dan wei huo si ren yan jiu ji gou zhi can kao wo men gen ju guo nei wai tou zi fang mian de yan jiu bao gao chang shi yong zhi ling xian zhi biao wei chu fa dian jing guo shai xuan hou jiang mei guo PMI zhi zao ye zhi shu jia ru mei guo shou ci shen qing shi ye jiu ji jin ren shu xin wu kai gong mei yin mei lin gao shou yi zhai zhi shu ECRI OECD mei guo ling xian zhi biao yu su fu bi gong si gu jia deng ling xian zhi biao wei yin zi yu tan tao xin chuang zhi PMI zhi biao dui mei guo zheng ti gu shi de yu ce neng li ling wai wo men cai yong zhu cheng fen fen xi fa yu Mean Squared Error wei ben yan jiu de jia gou