In A Christmas Carol, each of the three spirits has a profound effect on Scrooge but, arguably, it the Ghost of Christmas Yet to Come who truly changes his life.
First of all, let's look at the ghost's physical appearance. The Ghost of Christmas Past is bright and child-like, the Ghost of Christmas Present is akin to a "jolly Giant" while the Ghost of Christmas Yet to Come genuinely terrifies Scrooge. He is a "phantom...shrouded in a deep, black garment." He does not speak to Scrooge, only points with an "outstretched hand." When Scrooge meets him, he is instantly filled with a "solemn dread" and it is this dread which has the most profound affect on Scrooge.
Secondly, the images shown to Scrooge by the Ghost of Christmas Yet to Come are the strongest in the book. While Scrooge has relived many painful experiences, through the first two ghosts, it is the uncertainty of his future which truly haunts him. Scrooge shudders from "head to foot" when confronted with his own death. Later, in the Churchyard, Scrooge is almost driven to madness when he sees his own grave. It is not just the fear of death which bothers him, it is the ghost's inability to communicate. Here, we find Scrooge "trembling" and "clutching at the spirit's robe."
Finally, we see the strongest evidence to support this view in the closing lines of the chapter. Scrooge is finally broken and ready to reform:
"I will honour Christmas in my heart, and try to keep it all the year. I will live in the Past, the Present, and the Future. The Spirits of all Three shall strive within me. I will not shut out the lessons that they teach. Oh, tell me I may sponge away the writing on this stone!''
Neither the Ghost of Christmas Past nor the Ghost of Christmas Present is able to solicit such a response from Scrooge. This is irrefutable proof of the ghost's effect on him and it kick-starts the process of change in Scrooge.