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Now I am carrying the Wilcoxon rank sum test to find out whether the correlation of two series is diential in two periods. I read some answer in the forum but still not sure how to test the equility of correlation in two periods. For example, 1990-2000 and 2001-2010. :D

Not sure about the correlation part, but to do a Wilcoxon test, create a dummy for the two periods, and use the View/Descriptive Statistics/Equality Tests by Classification... on the series of interest, with the dummy as the classifier.