Looking for data help!

Looking at two time series, Series A and Series B, of consumer behavior.

I hypothesised that Series A directly influenced B. When I plotted them, the time series look similar but with some lag (this lag isn’t unexpected since it would take time for People to change their behavior) — Near a recession A goes down, and soon after B drops off… A then goes back up awhile later and is followed by B.

Is there a math way to show that they COULD be related/intertwined?

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Just lag series A and see if they match

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lag the series and calculate correlation coefficient?

Show a plot of lag vs correlation/ do a regression of lagged A and B. Sth easy to understand.

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Lag series A and check the correlation?

Look up Granger causality lag selection - there are automated tests for finding the correct test. Look at +/- x lags to see if the causality if one way or two way

Second granger causality.

I’m not super familiar with vector autoregression but that might be something to look at as well.

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