The Summation of Random Causes as the Source of Cyclic Processes¶
Slutzky, E. (1937). The Summation of Random Causes as the Source of Cyclic Processes. Econometrica, 5(2), 105-146.
Cited by¶
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Mechanisms¶
- Rolling-Window Aggregation
- And, most subtly, aggressively averaging a near-random series can manufacture apparent cycles that were never in the data, the Slutsky–Yule effect.
This sourceShows that moving summations or averages of random series can generate apparent cycles absent from the original data, the Slutzky–Yule effect.
- And, most subtly, aggressively averaging a near-random series can manufacture apparent cycles that were never in the data, the Slutsky–Yule effect.
Verification¶
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