Re:Avoiding a Common Mistake with Time Series
by photon137 on Wednesday January 28, 2015 @10:46PM
(#8964207)
Even if you're looking for causation, detrending is usually necessary to obtain consistent estimators (in statistical terms). For example, Granger causality works with two stationary timeseries:
https://en.wikipedia.org/wiki/Granger_causality