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This is termed non-spuriousness, which simply means ânot false.â A spurious or false relationship exists when what appears to be an association between the two variables is actually caused by a third extraneous variable.
A well known case of spurious relationship can be found in the time-series literature, where a spurious regression refers to a regression that provides statistical evidence of a linear relationship between independent non stationary variables. Nonstationarity may be due to the presence of a unit root in both variables.