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Hi - I guess you have daily data. Quick and dirty solution to your problem: Get rid of the trend in both time series by taking the first difference. Then calculate/estimate the correlation between the series. Evaluate whether the correlation is significant. If you want to plot the correlation, then...

Hi, I am new to econometrics and am using the student version (so no programming or addins). I am trying to calculate conditional correlation between 2 time series (Australian and Argentian stock market index). I know that I can use ARCH estimation but it gives me something as below. I am lost at to...