I wanted to test the effectiveness of a particular type of "talking" therapy on depression. I envisaged selecting ONE group of people and measuring their heart rate and scores on depression scale for a period of 8 weeks. So I would have 8 measurements for the heart rate (session heart beat average) and 8 measurements for depression scale. How do I go about choosing the right statistical test, and how do I get my head around this in SPSS?!
One way to approach this is to use multilevel modeling for longitudinal data.
If you would like to stay in SPSS, it is possible too. Below is a very readable book available through Amazon on this topic. It has a nice introduction to this method in general, and step-by-step examples with screenshots.
For adding time-varying covariates, please see Chapter 6, Model 2, Adding Time-Varying Covariates.