Why do we Sometimes get Nonsense-Correlations between Time-Series?--A Study in Sampling and the Nature of Time-Series

Abstract

G. Udny Yule, Why do we Sometimes get Nonsense-Correlations between Time-Series?--A Study in Sampling and the Nature of Time-Series, Journal of the Royal Statistical Society, Vol. 89, No. 1 (Jan., 1926), pp. 1-63