I have a question related to a PCA. It involves the target or desired value and projected forecast:
- The PCA gives excellent PC Values, but they are centered around zero since they are standardized.
- All desired/target are positive since the markets only have positive values.
What I did is: (1) using the PC values time series, I modeled and created a forecast for each one separately. Next, (2) Using the loadings (weights) and the PC forecast values, I computed the corresponding values for each input valriable, but the values are standardized. My question is how to transform standardized predicted values back to ordinary non standardized form? Maybe use Excel functions?