<p>If you run a vector autoregression you could also follow up by testing for <a href="https://www.statisticshowto.com/granger-causality/" rel="nofollow noreferrer">Granger causality</a>. 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 <a href="https://www.statisticshowto.com/probability-and-statistics/hypothesis-testing/f-test/" rel="nofollow noreferrer">F-test</a>. In R you can do it directly via for example the <a href="https://www.rdocumentation.org/packages/vars/versions/1.5-3" rel="nofollow noreferrer">package</a> <code>vars</code>. </p>

CC BY-SA 4.0
2020-04-04T13:10:38.623Z
2020-04-05T07:26:50.090Z
2020-04-05T07:26:50.090Z
Alba
<p>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</p>

<macroeconomics><time-series><causality>
causal time series analysis economics
user279711
# causal time series analysis economics

(Asked by: username_0 on 2020-04-03)

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

**Tags:** macroeconomics, time-series, causality

---

## 1 answers

### Answer by username_1 on 2020-04-04. Score: 1

If you run a vector autoregression you could also follow up by testing for [Granger causality](https://www.statisticshowto.com/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](https://www.statisticshowto.com/probability-and-statistics/hypothesis-testing/f-test/). In R you can do it directly via for example the [package](https://www.rdocumentation.org/packages/vars/versions/1.5-3) `vars`.


---

