2. Variables analyzed (Yahoo finance) Boeing (BA) NASDAQ Dell General Electric (GE) General Motors (GM) IBM McDonalds (MD) Microsoft (MSFT) Coca Cola Pepsi Cola

3. Original data (Yahoo finance)

4. Logarithm base 10 of data

5. Scree plot (values of PC’s variances)

6. First two principal components

7. Loadings

8. First two principal components less the means, sign corrected

9. Detrended time series (STL)

10. Normal Probability Plots for Detrended Data BANASDAQ MSFTPEPSI

11. Scree plot (values of PC’s variances)

12. Loadings

13. Chi-square Normality test using original data (p=10)

14. Chi-square Normality test (BA+NASDAQ)

15. Normality test (BA+NASDAQ) Boeing NASDAQ

16. Chi-square Normality test (NASDAQ+DELL)

17. Normality test (NASDAQ+DELL) NASDAQ DELL

18. Chi-square Normality test using PCs (p=10)

19. Chi-square Normality test using PC1+PC2

20. Normality test using PC1+PC2 PC1 PC2

21. Normality test, using PC1 + PC2 Principal component 1 Principal component 2

22. Chi-square Normality test using PC3 + …+ PC10

23. Relationship between PC1 and data Principal component 1 BOEING

24. Relationship between PC1 and data Principal component 1 NASDAQ

25. Relationship between PC3 and data Principal component 3 COCA

26. Time series of statistical distance for PC3, …, PC10 Time series of statistical distance for PC1 and PC2

27. First two PCs for 3000 initial data points PC1 PC2

28. First two PCs for 3000 initial data points PC1 PC2

29. First two PCs for data points 4990-5000 PC1 PC2

30. First two PCs for data points 4000-4100 PC1 PC2

31. First two PCs for data points 3300-3500 PC1 PC2