if cross-correlation is the right statistic here or no matter whether I should really use Another type of model?
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Hope that helps. I'm frightened 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 have the residuals, you ought to be capable of use the cross-correlation purpose within the residuals for your statistic.
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