Journal of E-Technology Darya-Anna Kaybiyaynen 17 4 2026 https://doi.org/10.6025/jet/2026/17/4/163-175 https://www.dline.info/jet/fulltext/v17n4/jetv17n4_1.pdf This study examines the temporal evolution and cross-country interdependence of public search interest in “Online Learning” using a balanced monthly panel covering 20 countries from January 2004 to October 2021. The dataset contains 214 observations per country and 4,280 country month observations in total, with no missing values. The analysis combines univariate and multivariate time series procedures to characterize stationarity, autocorrelation, dynamic dependence, long run relationships, and the propagation of shocks. Augmented Dickey Fuller (ADF) and Kwiatkowski Phillips Schmidt Shin (KPSS) tests were applied to all series in levels and first differences. Eight series satisfied the combined stationarity criterion in levels, whereas 18 series satisfied it after first differencing. Autocorrelation and partial autocorrelation functions were examined up to 12 lags, followed by ARIMA and monthly seasonal SARIMA modeling for focal nonstationary series. For multivariate analysis, a parsimonious six country system comprising Argentina, India, Indonesia, Iran, Mexico, and the United States was selected to avoid excessive parameterization. Informationcriterion selection supported a VAR(3) specification, while the Johansen procedure indicated a cointegration rank of five, motivating estimation of a VECM. Granger causality testing with false discovery rate adjustment identified 14 significant directional relationships. Impulse response functions show that most shocks are strongest at short horizons and generally attenuate over time, while forecast error variance decomposition reveals heterogeneous dependence on own and cross country innovations. Overall, the findings demonstrate that online learning search interest is both country specific and dynamically interconnected, with meaningful short run transmission and substantial long run linkage among the focal series.