On Mon, Jun 15, 2009, Allin wrote: > On Mon, 15 Jun 2009, Henrique wrote: > I have three variables (time series) named x, y and z. I need to know > how "x" changes the impact of "y" on "z". Any suggestions? Add an interaction term: let xy = x * y z = \beta_0 + \beta_1 x + \beta_2 y + \beta_3 xy + u dz / dy = \beta_2 + beta_3 x H0: \beta_3 = 0 says that x has no impact on the effect of y on z.