We've heard it (and I've said it) thousands of times: correlation does not mean causation.
Yet we still make the mistake (and I do mean "we").
Tyler Vigen has developed a correlation machine. He has scraped lots and lots of data series, then gone searching for correlation. Take a look at the Spurious Correlations website, and watch Tyler's video down at the bottom. (Hat tip: Greg Mankiw)
