If you want to analyze a partial correlation or covariance matrix, specify the names of the numeric variables to be partialed
out in the PARTIAL statement. The HPPRINCOMP procedure computes the principal components of the residuals from the prediction
of the VAR variables by the PARTIAL variables. If you request an OUT= or OUTSTAT= data set, the residual variables are named
by prefixing either the characters R_
(by default) or the string specified in the PARPREFIX= option to the VAR variables.