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The calculation will generate a plot that reveals when there is a causality between The 2 inputs, X and Y, and at what lags it is significant.
if cross-correlation is the right statistic in this article or whether I must use Several other variety of product?
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Hope that assists. I'm scared I don't work in SPSS so I can not help you there (I operate in R myself). If you could find a way to fit ARMA products in SPSS and obtain the residuals, you ought to be in a position to utilize the cross-correlation operate on the residuals for your personal statistic.