I found the Time Series Analysis Principal component VI is not giving correct result. The covariance matrix can get form matrix multiplication of normalized input. And the normalization is the result of subtracting the data from mean. But in the tsa_Covar correlation.vi where the covariance and correlation matrix formed, for covariance there is no subtraction from mean like the image1.jpg I posted. But for correlation matrix the mean subtraction is there. I think the tsa_Covar correlation.vi should be corrected like the image2.jpg I posted. Am I saying right or the VI is OK by any condition?
