变量

因子F1

因子F2

因子F3

Z score (X1)

0.763

0.574

0.036

Z score (X2)

−0.100

0.942

−0.074

Z score (X3)

0.867

0.412

0.070

Z score (X4)

0.571

0.746

0.006

Z score (X5)

0.911

−0.145

0.005

Z score (X6)

0.959

0.242

0.067

Z score (X7)

0.950

0.241

0.032

Z score (X8)

0.984

0.043

0.085

Z score (X9)

0.917

−0.215

0.047

Z score (X10)

0.982

0.116

0.087

Z score (X11)

−0.201

0.019

−0.720

Z score (X12)

0.917

0.274

−0.015

Z score (X13)

0.789

−0.403

−0.036

Z score (X14)

0.348

0.850

−0.007

Z score (X15)

0.772

0.381

0.192

Z score (X16)

−0.082

−0.050

0.795

Z score (X17)

−0.117

0.952

−0.038