Comment by petters
1 day ago
If two things e.g. both change over time, they will be correlated. I think it can be good to keep this article in mind
1 day ago
If two things e.g. both change over time, they will be correlated. I think it can be good to keep this article in mind
> If two things e.g. both change over time, they will be correlated.
No?
You can have two independent random walks. Eg flip a coin, gain a dollar or lose a dollar. Do that to times in parallel. Your two account balances will change over time, but they won't be correlated.
https://gwern.net/doc/statistics/causality/1926-yule.pdf