I am currently working on an empirical analysis of the respective A and B series in the three markets: X, Y, and Z.  Suppose the correlation of the A & B series in market X shows a different pattern for the significant short-run adjustment as the impulse reponse fuctions indicate (Haan, Wouter J. den. 2000. The comovement between output and prices. Journal of Monetary Economics 46:3-30.). 
   
  Could somebody share some ideas about any package can do the following: (1) to work out the factors contributing the disparity; (2) to contrast and highlight the difference.
   
  Many thanks to your kind attention.
   
  Wei-han Liu

       
---------------------------------


	[[alternative HTML version deleted]]

