This is incorrect. This isn't how you measure correlation. These two series just trend upwards in time (and have a high level of co integration). What you end up seeing once data is detrended is there is no direct relationship (even with leads/lags). https://t.co/oCKpFNy0Eh
— Srivatsan Prakash (@SrivatsPrakash) Jul 24, 2021
via Twitter https://twitter.com/SrivatsPrakash
July 24, 2021 at 09:49AM
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