Efecto Yule-Slutski


One of the great mathematicians of the twentieth century, Yevgeni Slutski demonstrated that if we apply a moving average to a random set of data, a series of sinusoidal wave patterns that would resemble real world economic facts could easily be generated. To prove his argument, Slutski generated a wave pattern from a random set of lottery numbers and superimposed it on a graph of statistics on British growth: by bringing the two lines together, their forms seemed strikingly similar. This is what in statistics is known as "Yule-Slutski effect"

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