[R-sig-Geo] PCA Regression

[tony333]

I use PCA regression to make seasonal forecast for precipitation using PCA of
SST.
I have 30 month of SST monthly mean data.I use the whole data (30 month) to
produce PCA .The dimension of PCA is 30*1.
I use the first 15 scores of PCA to make multiple linear regression using
PCA  as predictors ,then I use the rest 15 scores of PCA to verified  the
prediction of the statistical model. this is correct  way to use PCA
regression ,or I have to produce PCA of only 15 month then use PCA in
multiple regression statistical model  , Then produce PCA for the rest
period  (15 month) to use to verified the prediction. 




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