StatSimSpurious correlation Version: 0.1.0

Spurious correlation

Generate two independent random walks and check how correlated they are

In statistics, a spurious relationship or spurious correlation is a mathematical relationship in which two or more events or variables are associated but not causally related, due to either coincidence or the presence of a certain third, unseen factor (Wiki)

The application demonstrates spurious correlations that appear in non-stationary time series. It generates two random walks with n number of time-steps, then calculates a correlation between them and plots a regression line.

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