"The margin in the first test (by 208 runs in Brisbane) was reflective of that match but not the gulf between the teams. Perth has shown the teams are a lot closer.
"It's important for us to win respect for how we play and the skill and tenacity we have.
"We still want Ws in our column, or at least drawing series, but if we continue playing with as much resilience with bat and periods with ball we will earn that respect."
McCullum admitted he "can't put my finger" on why New Zealand have been slow to get up to speed in the first test of recent series away from home.
The loss in Brisbane followed similar first-up setbacks against Pakistan in Abu Dhabi late last year, and at Lord's in May.
On both occasions New Zealand bounced back, playing considerably improved cricket to level the series.
To balance that, New Zealand beat the West Indies in Jamaica to go 1-0 up in their tour 18 months ago, then lost the second in Trinidad before bouncing back to clinch the rubber in Barbados.
"We're a pretty young side," McCullum said.
"Sometimes there's so much anticipation and excitement in a series that until you get your feet under the desk in those series, that's when you start to feel completely comfortable, without inhibitions."
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