Date:         Wed, 5 Jan 2005 19:59:08 -0800
Reply-To:     BSchwartz <brian@HOMEBOYS.DK>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         BSchwartz <brian@HOMEBOYS.DK>
Organization: http://groups.google.com
Subject:      correlation and time series
Content-Type: text/plain; charset="iso-8859-1"

I want to assess whether or not there is a significant correlation
between two variables 'spend' and 'score' across time. Sounds easy, or
:-)

However, my data is structured as follows:
400.000 customers' 'spend' and 'score' has been observed for 17 time
periods. That gives me 34 variables for each customer:
spend_1 spend_2 ...etc..... and score_1 score_2....etc...

The theory is that there is a positive correlation between spending
behaviour and scoring but I don't know how to prove it.

Can anyone put me on the right track ?
My question is both theoretically and practically (using SAS).