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The slightly more fun version of that example is that cos(x) and sin(x) have zero correlation. But if you plot a bunch of coordinates that are generated that way, you'll quickly notice a pattern...

You can easily view cos(x) as causing the value of sin(x) to change - if cos(x) starts going down, sin(x) will too soon afterward. If cos(x) starts going up, so will sin(x), soon afterward.

In fact, if you allow for a time lag between your data series, you will find that sin(x) and cos(x) are perfectly correlated.



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