Re: How to enter cross-sectional time-series data into SPSS for correlation

Posted by David Greenberg on
URL: http://spssx-discussion.165.s1.nabble.com/How-to-enter-cross-sectional-time-series-data-into-SPSS-for-correlation-tp5726681p5726968.html

The comparison of cross-lagged correlations to assess the relative
strength of causal influence from X to Y and Y to X was proposed some
decades ago by Campbell and Kenny. It was soon discredited by
critiques raised by various authors. A chapter of LINEAR PANEL
ANALYSIS: MODELS OF QUANTITATIVE CHANGE  by Ronald Kessler and me
(Academic Press, out of print) is devoted to this issue. David F.
Greenberg, Sociology Department, New York University

On Thu, Aug 14, 2014 at 9:33 AM, dave <[hidden email]> wrote:

> Thanks for your reply, Andy. Just don't abandon me, guys!
>
> What you are saying actually was my initial question: How should I enter my
> data if the goal is to do a cross-correlation between two time series? Its
> exactly the problem that I do not know how the data file should look in the
> end.
>
> I got some feedback here re my initial question and entered T1 for Outlet1
> and T2 for Outlet2 respectively to these suggestions. I didn't proceed with
> coding the other Ts yet (I ll have 14, two per day for seven days, in the
> end) because I wanted to have the structure fixed first in order to avoid
> restructuring afterwards. But probably the lack of time points is the reason
> for the vars being constant?
>
> Maybe a citation of someone who did what I need to do but is speaking about
> it only in general terms could help (its a bit long one but it is very
> clear):
>
> "Cross-correlation is a measure between two variables separated by the
> appropriate amount of time lag for variable 1, which is believed to have an
> effect on variable 2, the proposed effect. This model produces two pairs of
> three different sets of correlations totaling six correlations. The first
> set is the synchronous correlation, the correlation between variable 1,
> cause, and variable 2,effect, measured at concurrent times (PX1Y1 and
> PX2Y2). The second set of correlations is the autocorrelation which is the
> correlation between the same variable at two different times (PX1X2 and
> Y1Y2). The third set is the cross-lagged correlation and is the correlation
> between variable 1 and variable 2 at different times (PX1Y2 and PY1X2). The
> logic behind using this model in its origin is that if the model has been
> built with the correct cause and effect identified then the correlation
> between variable 1, cause, and variable 2,effect, over time (PX1Y2) should
> be greater than the correlation between variable 2, effect, and variable 1,
> cause, over time (PY1X2). The two relationships of interest to scholars then
> are the cross-correlations as they indicate the level of influence between
> variable 1 and variable 2."
>
> This may be a bit complicated to read, so you may also have look at this
> visualizing:  Unbenannt.png
> <http://spssx-discussion.1045642.n5.nabble.com/file/n5726960/Unbenannt.png>
>
> Does this clarify my burden?
>
>
>
> --
> View this message in context: http://spssx-discussion.1045642.n5.nabble.com/How-to-enter-cross-sectional-time-series-data-into-SPSS-for-correlation-tp5726681p5726960.html
> Sent from the SPSSX Discussion mailing list archive at Nabble.com.
>
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