Measuring dependence over time?

[kasuk]

Hello there,

I would like to know what would be the best method to measure the relationship between variables like life expectancy and income over time (years)? In my case I have a time series with around 30 years. I would like to examine if there is a dependence between variables like life expectancy and income over time.

Thank you in advance and greetings from Germany!

 

[staassis]

You can transform the variables into stationary versions and then estimate a Vector Autoregressive Model.