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NumXL for Microsoft Excel makes sense of time series analysis:

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Principal Component Analysis

Principal component analysis (PCAⁱ) is a mathematical procedure that uses an orthogonal transformation to convert a set of observations of possibly correlated variables into a set of values of linearly uncorrelated variables called principal components.

Examples

References

Hamilton, J .D.; Time Series Analysis , Princeton University Press (1994), ISBN 0-691-04289-6
Tsay, Ruey S.; Analysis of Financial Time Series John Wiley & SONS. (2005), ISBN 0-471-690740
Jolliffe, I.T. (2002). Principal Component Analysis, second edition (Springer).

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Principal Component Analysis (PCA)