What causes the tendency for two non-stationary time series to be highly correlated to each other?
66157
Why are random walks intercorrelated?
55707
Why does the correlation coefficient between X and X-Y random variables tend to be 0.7
48101
Correlation and skewness
60178
Difference between Granger causality and Instantaneous causality?
156972
Scale-invariant analysis of time series
19606
How is Hyndman's explanation of proper Time Series Cross Validation different from Leave-One-Out?
124692
Distribution of the maximum of two correlated normal variables
84575
How do you interpret a significant but weak correlation?
5007
Why is weak stationarity equivalent to strict stationarity only when distribution is normal?
115055
What makes cross-correlation (R, ccf) different from "sliding" one of the curves by different lags and correlating?
32942
Skipping lags in autoregressive modeling?
50409
Data has two trends; how to extract independent trendlines?
34036
Positive correlation and negative regressor coefficient sign
138396
How should I interpret these ACF / PACF plots for a time series?
28792
Storing time-series data, relational or non?
2444
Time-Stream Crossing and Forgetfulness
79138
Correlation between a nominal (IV) and a continuous (DV) variable