The Obtained Distributions of Eigenvalues

Using the Report on Family Income and Expenditure published by the Statistics Bureau, Cabinet Office, Japan, and calculating eigenvalues by solving the equations

Fig.

Fig. 2.9 The eigenvalue distribution of household consumption

formulated previously, we obtained the distributions in Figs. 2.9 and 2.10 (the eigenvalue distribution of household consumption in Japan for Jan 2000 to Feb 2012).

We used a computer program to make a seasonal adjustment to the data, and more detail about this is provided later. We also produced the two largest modes of correlated components over different income classes: Figs. 2.11 and 2.12 (Tables 2.4 and 2.5).

2.4.2