NO.PZ2020021002000217
问题如下：
In a statistical factor model, are the macroeconomic and fundamental factors clearly identified using principal component analysis?
选项：
解释：
In a statistical factor model, principal component analysis provides factors that best explain the observed variance in returns of the stocks being analyzed. These factors
are statistically derived and are not identified as specific macroeconomic or fundamental factors.
在统计因子模型中，主成分分析提供了最能解释所分析股票收益中观察到的方差的因子。这些因素是统计得出的，并不被确定为具体的宏观经济或基本因素。
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