## Figure 3.6. Single Factor versus Principal Component Analysis, 1995–2015 (dataset overview)

## Source details

**Canonical URL:** [Figure 3.6. Single Factor versus Principal Component Analysis, 1995–2015 (dataset overview)](https://www.imf.org/-/media/files/publications/gfsr/2017/april/figure3-6d.csv)

## Other formats

- [Markdown version](/-/media/files/publications/gfsr/2017/april/figure3-6d.csv.md)
- [Structured JSON version](/-/media/files/publications/gfsr/2017/april/figure3-6d.csv.json)

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### Dataset summary
- Worksheet: csv
- Frequency: monthly observations
- Time coverage (column headers): Jan-95 through Jun-16 (first month label "Jan-95", last month label "Jun-16")
- RowCount: 8; ColumnCount: 259

### Key series / variables (as provided)
- "Global financial conditions (factor model)"
- "Global financial conditions (PCA)"
- "U.S. financial conditions"
- "VIX (right scale)" (explicitly noted as right scale)

### Sample (first and last observations in the file)
- Jan-95:
  - Global financial conditions (factor model): 0.38103017
  - Global financial conditions (PCA): 0.357833476
  - U.S. financial conditions: -0.420406985
  - VIX (right scale): 12.27
- Jun-16:
  - Global financial conditions (factor model): -0.08057539
  - Global financial conditions (PCA): -0.205757521
  - U.S. financial conditions: -0.205880068
  - VIX (right scale): 17.77

### Notable extrema observed in the dataset (values appear in the rows)
- Global financial conditions (factor model): peak value 4.851780051
- Global financial conditions (PCA): peak value 4.879904949
- U.S. financial conditions: peak value 5.516660503
- VIX (right scale): peak value 62.64

### Data formatting and units
- Values for financial-condition series are presented as numeric factor scores (standard deviations indicated in the sheet header: "(Standard deviations)").
- VIX values are on a separate (right) scale and reported in index points (examples include 12.27, 61.18, 62.64, etc.).
- Numeric precision is preserved as in the source (many values reported with 8–9 decimal places for factor series and up to 2 decimal places for VIX).

*Canonical source: figure3-6d (CSV worksheet) — dataset columns and sample rows as provided*

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_Source: https://www.imf.org/-/media/files/publications/gfsr/2017/april/figure3-6d.csv_