Journal Article

Nonstationary Time Series, Cointegration, and the Principle of the Common Cause

Kevin D. Hoover

in The British Journal for the Philosophy of Science

Published on behalf of British Society for the Philosophy of Science

Volume 54, issue 4, pages 527-551
Published in print December 2003 | ISSN: 0007-0882
Published online December 2003 | e-ISSN: 1464-3537 | DOI: http://dx.doi.org/10.1093/bjps/54.4.527
Nonstationary Time Series, Cointegration, and the Principle of the Common Cause

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Elliot Sober ([2001]) forcefully restates his well-known counterexample to Reichenbach's principle of the common cause: bread prices in Britain and sea levels in Venice both rise over time and are, therefore, correlated; yet they are ex hypothesi not causally connected, which violates the principle of the common cause. The counterexample employs nonstationary data—i.e., data with time-dependent population moments. Common measures of statistical association do not generally reflect probabilistic dependence among nonstationary data. I demonstrate the inadequacy of the counterexample and of some previous responses to it, as well as illustrating more appropriate measures of probabilistic dependence in the nonstationary case.

A challenge to the principle of the common cause

Sober's argument and the attempts to rescue the principle

Probabilistic dependence

Nonstationary time series

Probabilistic dependence in nonstationary time series

Do Venetian sea levels and British bread prices violate the principle of the common cause?

Journal Article.  0 words. 

Subjects: Philosophy of Science ; Science and Mathematics

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