Construct · 1 fields · 1 citations

Slutsky-Yule effect: a standalone construct

One name. One construct. A landmark on the map.

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Slutsky-Yuleeffect1 CONSTRUCTSlutsky-Yule effectSLUTZKY · TIME SERIES ANALYSIS

A single standalone construct; nearby constructs are located against it in the Collider. Tap a field for its definition, unit, and measures.

Time series analysis

the creation of spurious cycles when random, uncorrelated shocks are summed or smoothed with moving averages.

In time series analysis, Slutsky-Yule effect refers to the creation of spurious cycles when random, uncorrelated shocks are summed or smoothed with moving averages. This meaning comes from Slutzky (1937) in Econometrica.[1]

Unit
Recovery means
Measured by

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Nearby constructs

series3 fields · 3 citationsjingle · one word, three constructs

References

  1. Slutzky, E. (1937). The Summation of Random Causes as the Source of Cyclic Processes. Econometrica, 5(2), 105. https://doi.org/10.2307/1907241

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