Since SEOPress 1.5, you can view your Google Analytics Stats in your WordPress Dashboard.
First, disable your antivirus software (Bitdefender, Norton, Kaspersky if you have one). Customers have reported conflicts and blocking during the connection between Google Console and your site. Reactivate them after following this tutorial.
Sign in to Google Cloud Console
To do that, we connect to Google Analytics API and make calls to get datas with a Client ID and a Secret ID.
To generate your credentials, you have to login to Google Console.
Note that you must first create a Google Console project before you can follow this tutorial. More info on the official documentation.
Enable the required Google APIs
In API Manager, choose Library, search for Analytics API (be sure to activate the right API), click on Google Analytics API and activate it.

January 2021 update: you also need to activate Google Analytics Reporting API since Google Analytics version 4.

Then click the blue Manage button.
Create your credentials
From the left menu, click Credentials (do not use the button Create credentials from the right).

In Credentials page, click Create credentials blue button, and choose OAuth client ID.
- Check Web application
- enter a name, like Google Analytics SEOPress,
- enter your complete domaine name in Authorized JavaScripts origins (eg: https://www.yourdomainname.com),
- and in Authorized Redirect URIs, enter your URL like that https://www.yourdomainname.com/wp-admin/admin.php?page=seopress-google-analytics
- and Create.

Note that before clicking Create, make sure the 2 URLs are saved by Google. When you enter your URL, click outside the field to validate it.
If your domain name is WITHOUT “www”, do NOT enter “www” in Authorized JavaScripts and Redirect URI fields.

Then copy and paste Client ID and Secret ID from the popup to your WordPress admin, SEOPress, Google Analytics, Stats in Dashboard Google Console Client ID/Google Console Secret ID.
Make sure to select these codes without spaces at the beginning and end to avoid an error.
Don’t forget to save.
Now you can click Connect with Google Analytics, grant access and voilà!
Domain verification
Since July 2019, it is now necessary to validate your domain name.
To do this, go to the left hamburger menu, APIs and Services, Domain verification.
Click Add domain and enter your domain name.
Note that it must also be validated in Google Search Console.
Wait 1 or 2 minutes and you should be able to finish the setup.

Error 403: access_denied
If you get this error: “The developer hasn’t given you access to this app. It’s currently being tested and it hasn’t been verified by Google.“, make sure to use the same Google account for Analytics and Cloud Console.
If not possible, you will have to create a service account from Cloud Console then add the email generated to your Google Analytics account.
This guide explains this procedure for Indexing API but this is exactly the same thing:
https://www.seopress.org/support/guides/google-indexing-api-with-seopress/
If you still have the error, try to follow this video: