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I have looked at all the file in my theme and its parent theme, including the header.php and footer.php, but I still can't find the Google Analytics it put in. Do you know how to find its location?
It doesn't change the theme itself. It uses a hook to insert the tracking code. View the source of one of your outputted front-end pages, and you'll see the JS injected in there somewhere.
do_action( 'wp_head' );
Required, but never shown