With the help of eviews, to my knowledge it is calculated with the help of variance decomposition, but I think in variance decomposition ordering of series or variables matter, how to decide, which spot of futures series to put first?
In efficient markets, both spot and future prices are based on the same information set and therefore highly correlated, even in terms of first differences. Be sure that you work with stationary variables, i.e. first differences, probably extended by an error correction term. The variance decomposition depends on the ordering. Try both orderings to see whether the results change. Alternatively, look at generalized variance decompositions, where ordering does not play a role.