causal time series analysis economics I want to analyse the relationship between the level of globalization,and the level of income inequality between two specific countries. however, I'm quite lost as to which method is good to use (in spss). I'm certain I have to perform a time series analysis, but can someone advise which one is good to use? Kind regards
If you run a vector autoregression you could also follow up by testing for Granger causality. I don't know whether this is implemented directly in SPSS, but once you have an estimated model it is easy to calculate the statistic as it is basically just an F-test. In R you can do it directly via for example the package vars.