include 'C:\Program Files\SPSSInc\PASWStatistics17\Samples\English\Canonical correlation.sps'.
cancorr set1=x1 x2
/set2 y1 y2 y3.
Run MATRIX procedure:
Correlations for Set-1
x1 x2
x1 1.0000 .9842
x2 .9842 1.0000
Correlations for Set-2
y1 y2 y3
y1 1.0000 .2255 .2493
y2 .2255 1.0000 .9979
y3 .2493 .9979 1.0000
Correlations Between Set-1 and Set-2
y1 y2 y3
x1 .2316 .9739 .9818
x2 .1623 .9885 .9912
Canonical Correlations
1 .996
2 .530
Test that remaining correlations are zero:
Wilk's Chi-SQ DF Sig.
1 .005 31.369 6.000 .000
2 .719 1.975 2.000 .372
Standardized Canonical Coefficients for Set-1
1 2