Prove that the rotated principal components vrnbspof

Question

Prove that the rotated principal components V_(r) of Theorem 5.2 no longer successively account for maximum variance.

THEOREM 5.2

Let X = Z_(r) P^T_(r) +δ be a PC model and let X =V_(T) Q^T_(r) + δ as in Eq. (5.17). Then

(i) Predicted values  and their sum of squares remain unchanged by T.