A cautionary note concerning a commonly applied eigenanalysis procedure

Abstract

Owing to the complex nature of eigenanalysis programming algorithms, most atmospheric science research utilizing empirical orthogonal functions (EOFs), principal component analysis (PCA), or common-factor analysis (CFA) use the 'canned' computer programs on statistical packages such as EISPACK, IMSL, SAS, BMDP, etc. Results presented here illustrate that following this type of analysis procedure can lead to the interpretation of coefficients as being physically significant, when they are purely noise. Several checks to avoid such a pitfall are suggested. -from Author