Time-series analysis with three variables

:wave:I have some time-series across three variables. I want to see the association of two variables while controlling for a third. I am using SPSS but cannot find the way to do this properly. My series are approximately 100 time points in size. I have differenced each variable by 1, then am running cross-correlations to see which lags produce the highest associations between the variables. What I need is the equivalent of a partial correlation procedure or multiple regression procedure by which I can add a third variable and see if it enhances or supresses the relationships with the other two variables. Or, is another approach called for? Your recommendations are most appreciated.

Thank you!