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Spurious correlation #2,294 · View random

A linear line chart with years as the X-axis and two variables on the Y-axis. The first variable is Popularity of the first name Audrey and the second variable is SLB's stock price (SLB).  The chart goes from 2002 to 2022, and the two variables track closely in value over that time. Small Image
Download png
, svg

AI explanation

As the popularity of the first name Audrey rises, so does the demand for glamorous, old Hollywood style. This leads to an increased interest in fashion and beauty trends from Audrey Hepburn's era. With this vintage resurgence, sales of luxury lipstick brands (SLB) soar as people strive to achieve the elegant, Audrey-inspired look. Who would have thought that a simple name could pucker up the profits for a lipstick company?

Model: dalle-3
Prompt: Generate an image inspired by a Polaroid photo: Depict a crowd of people wearing Audrey name tags. They are gathered around a large digital display showing SLB's stock price significantly increasing on the stock market. The crowd is captured in a moment of excitement and happiness, pointing at the screen and congratulating each other. The atmosphere is one of jubilation and success. The depiction should include only scenes, people, and objects, it should not include text or speech bubbles.
This image generation prompt was also generated by AI, using the following sequence:

Model: gpt-3.5-turbo-1106
System prompt: You select one of a few potential scene descriptors that seems to go along with the variables described. You respond only with the scene descriptions provided and say nothing else.
User prompt: Here are two variables: Popularity of the first name Audrey and SLB's stock price. Given these, which of the following image style descriptions seems most appropriate? Pick the one that seems to be related to one of the variables at hand. Please respond with only one of the following potential descriptions: Minimalism Parallax art Brutalism Realistic a Polaroid photo
ChatGPT: a Polaroid photo

Model: gpt-3.5-turbo-1106
System prompt: You describe simple visual scenes that depict the two variables stated. You combine both variables into one scene.
User prompt: Please describe a visual scene that prominently depicts both Popularity of the first name Audrey and SLB's stock price together. Keep the description simple.
ChatGPT: In the scene, a crowd of people wearing Audrey name tags is gathered around a large digital display showing SLB's stock price increasing on the stock market. The crowd seems excited and happy, pointing at the screen and congratulating each other.

Model: gpt-3.5-turbo-1106
System prompt: You write and improve image generation prompts for DALLE-3. You maintain the same subjects, but enhance the visuals.
User prompt: Please respond with an image generation prompt that would be likely to create an interesting visual using DALLE-3, using the following style: [ a Polaroid photo ] and depicting this scene: In the scene, a crowd of people wearing Audrey name tags is gathered around a large digital display showing SLB's stock price increasing on the stock market. The crowd seems excited and happy, pointing at the screen and congratulating each other. Keep the visual depiction simple. Do not include any words or speech bubbles.
ChatGPT: Generate an image inspired by a Polaroid photo: Depict a crowd of people wearing Audrey name tags. They are gathered around a large digital display showing SLB's stock price significantly increasing on the stock market. The crowd is captured in a moment of excitement and happiness, pointing at the screen and congratulating each other. The atmosphere is one of jubilation and success.

*Variations in the User Prompts from chart to chart are just the result of random number generation in Python. I wrote a few arrays of various styles and methods to ask questions to change up the results. Every time this site writes an explanation or generates an image, the script picks from each at random.

I sequence the requests into multiple prompts because I find GPT 3.5 to perform much better with short, well-managed contexts. Thus, I track the context directly in Python and only ask ChatGPT targeted questions.

Model: gpt-3.5-turbo-1106 (fine-tuned)
System prompt: You provide humorous responses in the form of plausible sounding explanations for correlations. You assume the correlation is causative for the purpose of the explanation even if it is ridiculous. You do not chat with the user, you only reply with the causal connection explanation and nothing else.
User prompt: Please make up a funny explanation for how increases in Popularity of the first name Audrey positively influenced SLB's stock price (SLB).\Make it sound serious until the end.

AI academic paper

(Because p < 0.01)
Assessing the Audrey Effect: An Analysis of Audrey's Appeal on SLB Stock Price

The Journal of Financial and Fashionable Analysis

Jan 2024

Reminder: This paper is AI-generated. Not real!
Quick note: This sequence is long and repetitive. That's how the prompt engineering works for this one. I manage the output in Python to format it into this PDF.




Model: gpt-3.5-turbo-1106
System prompt: You are a witty academic researcher. Your writing sounds like it belongs in a statistics journal.You write titles and abstracts of goofy academic research papers.
User prompt:
Pretend you are an academic researcher. Your writing sounds like it belongs in a medical or economics journal. However, you frequently crack jokes, make puns, and add unexpected twists in your writing.

Please draft the title and abstract of an academic research paper presenting the findings of the connection between Popularity of the first name Audrey and SLB's stock price (SLB). You can't resist a good dad joke. Add a relevant dad joke related to the content every couple of sentences.

Make the title an alliteration.

Your research team used data from US Social Security Administration and LSEG Analytics (Refinitiv) to assess this nagging question. You found a correlation coefficient of 0.8612597 and p < 0.01 for 2002 to 2022.

Please respond in this format (replace "Lorem ipsum dolor sit" with your title and abstract)

[[TITLE]]
Lorem ipsum dolor sit

[[ABSTRACT]]
Lorem ipsum dolor sit



ChatGPT:
[[TITLE]]
"Assessing the Audrey Effect: An Analysis of Audrey's Appeal on SLB Stock Price"

[[ABSTRACT]]
This research paper delves into the intriguing relationship between the popularity of the first name Audrey and the stock price of Schlumberger Limited (SLB). Leveraging data from the US Social Security Administration and LSEG Analytics (Refinitiv), we sought to unravel the hidden connections between this seemingly disparate pair. We present a comprehensive examination of the Audrey Effect and its impact on the stock market landscape.

The analysis uncovered a rather astonishing correlation coefficient of 0.8612597 and a significant p-value of less than 0.01 for the period spanning from 2002 to 2022. Our findings suggest a robust and noteworthy relationship between the ascent of the moniker "Audrey" and fluctuations in SLB's stock performance. It seems that the name "Audrey" may possess an unparalleled allure that exerts an unanticipated influence on the financial realm. Could it be that the prominence of Audrey Hepburn, a beloved screen icon, has silently swayed the stock market all along?

Now, let's not jump to any premature conclusions or "pudding" off the essence of rigorous analysis, but it appears that there is some substance to the "Audrey Effect" on stock prices. That being said, our research serves as a lighthearted yet enlightening reminder that the world of finance may harbor unexpected connections to the most unconventional factors – even a first name. It seems that in the world of stock prices, as in life, there's no resisting the charm of Audrey.


Model: gpt-3.5-turbo-1106
System prompt: You are a witty academic researcher. Your writing sounds like it belongs in a statistics journal.You draft the introduction section of an academic research paper.
User prompt:
Pretend you are an academic researcher. Your writing sounds like it belongs in a medical or economics journal. However, you frequently crack jokes, make puns, or add unexpected twists in your writing.

Please make up the introduction section of an academic research paper presenting the findings of the connection between Popularity of the first name Audrey and SLB's stock price (SLB). You can't resist a good dad joke. Add a relevant dad joke related to the content every couple of sentences. Stay serious and dry most of the time, but then occasionally let your wit shine through.

Here is the title and abstract of the paper:
[[TITLE]]
"Assessing the Audrey Effect: An Analysis of Audrey's Appeal on SLB Stock Price"

[[ABSTRACT]]
This research paper delves into the intriguing relationship between the popularity of the first name Audrey and the stock price of Schlumberger Limited (SLB). Leveraging data from the US Social Security Administration and LSEG Analytics (Refinitiv), we sought to unravel the hidden connections between this seemingly disparate pair. We present a comprehensive examination of the Audrey Effect and its impact on the stock market landscape.

The analysis uncovered a rather astonishing correlation coefficient of 0.8612597 and a significant p-value of less than 0.01 for the period spanning from 2002 to 2022. Our findings suggest a robust and noteworthy relationship between the ascent of the moniker "Audrey" and fluctuations in SLB's stock performance. It seems that the name "Audrey" may possess an unparalleled allure that exerts an unanticipated influence on the financial realm. Could it be that the prominence of Audrey Hepburn, a beloved screen icon, has silently swayed the stock market all along?

Now, let's not jump to any premature conclusions or "pudding" off the essence of rigorous analysis, but it appears that there is some substance to the "Audrey Effect" on stock prices. That being said, our research serves as a lighthearted yet enlightening reminder that the world of finance may harbor unexpected connections to the most unconventional factors – even a first name. It seems that in the world of stock prices, as in life, there's no resisting the charm of Audrey.

-------

Your response should start like this:

[[INTRODUCTION]]



ChatGPT:
[[INTRODUCTION]]

The intersection of finance and societal trends has long been a subject of fascination, often yielding unexpected revelations that prompt both scrutiny and amusement. In this study, we explore an unconventional relationship: the connection between the popularity of the first name "Audrey" and the stock price of Schlumberger Limited (SLB). This exploration was triggered by a curiosity sparked by an ostensibly whimsical observation - the striking ascent of the name "Audrey" and its potential impact on financial markets. As we delve into the empirical analysis, we aim to uncover whether there is more to this correlation than meets the eye, or whether it's simply a case of statistical serendipity.

It is not every day that one gets the chance to intertwine the world of high finance with the ordinary realm of names and popularity. But we are not ones to shy away from the unusual - after all, who doesn't enjoy a good "stock" of puns and wordplay, especially when it makes the data all the more digestible? Such a venture is akin to uncovering a hidden treasure chest in the depths of a statistical jungle – an "Audrey" adventure, if you will.

Our investigation hinges upon the novel concept that the ebb and flow of stock prices may be influenced, albeit indirectly, by name trends in the population. We propose that the allure of the name "Audrey," whether bolstered by cultural icons or simply a byproduct of its timeless elegance, may exude a subtle yet significant impact on the investment landscape. It's as if there is a "slumber-jar" of influence at play that is much more than meets the "oil well."

As we embark on this journey, it is imperative to approach our analysis with the requisite seriousness and rigor. However, this doesn't mean we have to throw all fun out the window – we're not about to treat our findings with a "slick" demeanor or "crude" outlook. After all, every bit of statistical exploration benefits from a touch of whimsy and a dash of humor – so buckle up and prepare for a statistical spectacle!

In light of the substantial empirical evidence we have assembled, this paper aims to not only enhance our understanding of the elusive market forces but also to infuse a sense of lightheartedness and intrigue into the often "drilling" world of financial analysis. So, let's dive into the numbers and see if we can strike "oil" in this unanticipated, yet potentially insightful, correlation.


Model: gpt-3.5-turbo-1106
System prompt: You are a witty academic researcher. Your writing sounds like it belongs in a statistics journal.You draft a literature review section of an academic research paper, that starts out dry for the first few sentences but then becomes hilarious and goofy.
User prompt:
Pretend you are an academic researcher. Your writing sounds like it belongs in a medical or economics journal. However, you frequently crack jokes, make puns, or add unexpected twists in your writing.

Please make up a literature review section of an academic research paper presenting the findings of the connection between Popularity of the first name Audrey and SLB's stock price (SLB). You can't resist a good dad joke. Add a relevant dad joke related to the content every couple of sentences.

Speak in the present tense for this section (the authors find...), as is common in academic research paper literature reviews. Name the sources in a format similar to this: In "Book," the authors find lorem and ipsum.

Make up the lorem and ipsum part, but make it sound related to the topic at hand.

Start by naming serious-sounding studies by authors like Smith, Doe, and Jones - but then quickly devolve. Name some real non-fiction books that would be related to the topic. Then name some real fiction books that sound like they could be related. Perhaps you also got inspiration from some board games that are vaugely related.

Here is the title and abstract of the paper:
[[TITLE]]
"Assessing the Audrey Effect: An Analysis of Audrey's Appeal on SLB Stock Price"

[[ABSTRACT]]
This research paper delves into the intriguing relationship between the popularity of the first name Audrey and the stock price of Schlumberger Limited (SLB). Leveraging data from the US Social Security Administration and LSEG Analytics (Refinitiv), we sought to unravel the hidden connections between this seemingly disparate pair. We present a comprehensive examination of the Audrey Effect and its impact on the stock market landscape.

The analysis uncovered a rather astonishing correlation coefficient of 0.8612597 and a significant p-value of less than 0.01 for the period spanning from 2002 to 2022. Our findings suggest a robust and noteworthy relationship between the ascent of the moniker "Audrey" and fluctuations in SLB's stock performance. It seems that the name "Audrey" may possess an unparalleled allure that exerts an unanticipated influence on the financial realm. Could it be that the prominence of Audrey Hepburn, a beloved screen icon, has silently swayed the stock market all along?

Now, let's not jump to any premature conclusions or "pudding" off the essence of rigorous analysis, but it appears that there is some substance to the "Audrey Effect" on stock prices. That being said, our research serves as a lighthearted yet enlightening reminder that the world of finance may harbor unexpected connections to the most unconventional factors – even a first name. It seems that in the world of stock prices, as in life, there's no resisting the charm of Audrey.

-------

And here is the introduction section that led to this literature review:
[[INTRODUCTION]]
The intersection of finance and societal trends has long been a subject of fascination, often yielding unexpected revelations that prompt both scrutiny and amusement. In this study, we explore an unconventional relationship: the connection between the popularity of the first name "Audrey" and the stock price of Schlumberger Limited (SLB). This exploration was triggered by a curiosity sparked by an ostensibly whimsical observation - the striking ascent of the name "Audrey" and its potential impact on financial markets. As we delve into the empirical analysis, we aim to uncover whether there is more to this correlation than meets the eye, or whether it's simply a case of statistical serendipity.
It is not every day that one gets the chance to intertwine the world of high finance with the ordinary realm of names and popularity. But we are not ones to shy away from the unusual - after all, who doesn't enjoy a good "stock" of puns and wordplay, especially when it makes the data all the more digestible? Such a venture is akin to uncovering a hidden treasure chest in the depths of a statistical jungle – an "Audrey" adventure, if you will.
Our investigation hinges upon the novel concept that the ebb and flow of stock prices may be influenced, albeit indirectly, by name trends in the population. We propose that the allure of the name "Audrey," whether bolstered by cultural icons or simply a byproduct of its timeless elegance, may exude a subtle yet significant impact on the investment landscape. It's as if there is a "slumber-jar" of influence at play that is much more than meets the "oil well."
As we embark on this journey, it is imperative to approach our analysis with the requisite seriousness and rigor. However, this doesn't mean we have to throw all fun out the window – we're not about to treat our findings with a "slick" demeanor or "crude" outlook. After all, every bit of statistical exploration benefits from a touch of whimsy and a dash of humor – so buckle up and prepare for a statistical spectacle!
In light of the substantial empirical evidence we have assembled, this paper aims to not only enhance our understanding of the elusive market forces but also to infuse a sense of lightheartedness and intrigue into the often "drilling" world of financial analysis. So, let's dive into the numbers and see if we can strike "oil" in this unanticipated, yet potentially insightful, correlation.

-------

Your response should start like this:

[[LITERATURE REVIEW]]



ChatGPT:
[[LITERATURE REVIEW]]

We begin our investigation with a review of existing research on the unexpected ways in which seemingly unrelated factors can influence stock prices. Smith et al. (2018) uncovered a noteworthy correlation between weather patterns and stock market performance, a finding that left many investors feeling under the weather. However, our focus resides on a rather "name-dropping" connection – the influence of the first name Audrey on the stock price of Schlumberger Limited (SLB). Could it be that the popularity of this moniker holds sway over the market in ways previously unfathomed? Our curiosity piqued, we set out to explore this whimsical yet intriguing association.

In "Doe and Jones: The Chronicles of Finance" (2019), the authors delved into the ripple effects of varying social trends on financial markets. Surprisingly, their analysis uncovered a fascinating correlation between the consumption of avocado toast and fluctuations in stock prices. It's as if the creamy allure of avocados extended beyond brunch and found its way into investment portfolios. But our quest leads us down a different path – one where the spotlight shines on the Audrey Effect and its potential impact on SLB's stock performance.

Now, you may be wondering, "What does 'War and Peace' have to do with this?" Well, the whimsical world of financial analysis often invites unexpected revelations, much like the surprises lurking within the pages of Leo Tolstoy's timeless classic. Our exploration is akin to a literary romp through a field of statistical musings, where every turn of phrase – or in this case, stock price – holds the promise of unforeseen discovery. It's as if the novel secrets of the market are waiting to be unraveled, much like a gripping tale from the literary canon.

Turning to the realm of fiction, "The Audrey Code" by Dan Brown seems to carry an air of intrigue that mirrors our quest for understanding. While the author's work may be shrouded in mystery and enigma, our analysis seeks to shed light on the curious connection between the name "Audrey" and SLB's stock price. Could it be that there exists a cryptic code embedded within the name itself, exerting an imperceptible yet impactful influence on financial markets? Our findings may just hold the key to unraveling this captivating enigma.

Drawing inspiration from the world of board games, our analysis resembles a riveting game of Clue, where the pieces of the puzzle gradually fall into place, revealing a surprising culprit behind the fluctuations in stock prices. Was it Professor Plum in the library with the candlestick, or perhaps Audrey's timeless charm in the market with the stock prices? As we navigate this intellectual labyrinth, our pursuit of the truth takes on an air of suspense and excitement – for in finance, as in a game of Clue, uncovering the unexpected is half the fun.

In the spirit of a good dad joke, we couldn't help but ponder: What did the stock market say to the name Audrey? "I'm bullish on your popularity!" In our quest for understanding the Audrey Effect, a touch of humor only adds to the richness of our exploration.


Model: gpt-3.5-turbo-1106
System prompt: You are a witty academic researcher. Your writing sounds like it belongs in a statistics journal.You draft the methodology section of an academic research paper.
User prompt:
Pretend you are an academic researcher. Your writing sounds like it belongs in a medical or economics journal. However, you frequently crack jokes, make puns, or add unexpected twists in your writing.

Please make up the methodology section of an academic research paper presenting the findings of the connection between Popularity of the first name Audrey and SLB's stock price (SLB). You can't resist a good dad joke. Add a relevant dad joke related to the content every couple of sentences. Stay serious and dry most of the time, but then occasionally let your wit shine through.

Your research team collected data from all across the internet, but mostly just used information from US Social Security Administration and LSEG Analytics (Refinitiv) . You used data from 2002 to 2022

Make up the research methods you don't know. Make them a bit goofy and convoluted.

Here is the title, abstract, and introduction of the paper:
[[TITLE]]
"Assessing the Audrey Effect: An Analysis of Audrey's Appeal on SLB Stock Price"

[[ABSTRACT]]
This research paper delves into the intriguing relationship between the popularity of the first name Audrey and the stock price of Schlumberger Limited (SLB). Leveraging data from the US Social Security Administration and LSEG Analytics (Refinitiv), we sought to unravel the hidden connections between this seemingly disparate pair. We present a comprehensive examination of the Audrey Effect and its impact on the stock market landscape.

The analysis uncovered a rather astonishing correlation coefficient of 0.8612597 and a significant p-value of less than 0.01 for the period spanning from 2002 to 2022. Our findings suggest a robust and noteworthy relationship between the ascent of the moniker "Audrey" and fluctuations in SLB's stock performance. It seems that the name "Audrey" may possess an unparalleled allure that exerts an unanticipated influence on the financial realm. Could it be that the prominence of Audrey Hepburn, a beloved screen icon, has silently swayed the stock market all along?

Now, let's not jump to any premature conclusions or "pudding" off the essence of rigorous analysis, but it appears that there is some substance to the "Audrey Effect" on stock prices. That being said, our research serves as a lighthearted yet enlightening reminder that the world of finance may harbor unexpected connections to the most unconventional factors – even a first name. It seems that in the world of stock prices, as in life, there's no resisting the charm of Audrey.

[[INTRODUCTION]]
The intersection of finance and societal trends has long been a subject of fascination, often yielding unexpected revelations that prompt both scrutiny and amusement. In this study, we explore an unconventional relationship: the connection between the popularity of the first name "Audrey" and the stock price of Schlumberger Limited (SLB). This exploration was triggered by a curiosity sparked by an ostensibly whimsical observation - the striking ascent of the name "Audrey" and its potential impact on financial markets. As we delve into the empirical analysis, we aim to uncover whether there is more to this correlation than meets the eye, or whether it's simply a case of statistical serendipity.
It is not every day that one gets the chance to intertwine the world of high finance with the ordinary realm of names and popularity. But we are not ones to shy away from the unusual - after all, who doesn't enjoy a good "stock" of puns and wordplay, especially when it makes the data all the more digestible? Such a venture is akin to uncovering a hidden treasure chest in the depths of a statistical jungle – an "Audrey" adventure, if you will.
Our investigation hinges upon the novel concept that the ebb and flow of stock prices may be influenced, albeit indirectly, by name trends in the population. We propose that the allure of the name "Audrey," whether bolstered by cultural icons or simply a byproduct of its timeless elegance, may exude a subtle yet significant impact on the investment landscape. It's as if there is a "slumber-jar" of influence at play that is much more than meets the "oil well."
As we embark on this journey, it is imperative to approach our analysis with the requisite seriousness and rigor. However, this doesn't mean we have to throw all fun out the window – we're not about to treat our findings with a "slick" demeanor or "crude" outlook. After all, every bit of statistical exploration benefits from a touch of whimsy and a dash of humor – so buckle up and prepare for a statistical spectacle!
In light of the substantial empirical evidence we have assembled, this paper aims to not only enhance our understanding of the elusive market forces but also to infuse a sense of lightheartedness and intrigue into the often "drilling" world of financial analysis. So, let's dive into the numbers and see if we can strike "oil" in this unanticipated, yet potentially insightful, correlation.

-------

Your response should start like this:

[[METHODOLOGY]]



ChatGPT:

[[METHODOLOGY]]

To examine the purported connection between the popularity of the first name "Audrey" and the stock price of Schlumberger Limited (SLB), a multifaceted methodological approach was employed, combining data mining, time series analysis, and a sprinkle of statistical charm. The first step involved the retrieval of historical data on the frequency of the name "Audrey" from the US Social Security Administration's database. This data was then "crunched" and "fracked" (as it were) to reveal trends and patterns over the period from 2002 to 2022.

Once the popularity of the name was established, the research team turned their attention to SLB's stock market performance. Data on daily stock prices was sourced from LSEG Analytics (Refinitiv), providing a robust dataset for analysis. To ensure statistical robustness, the team verified the integrity of the data and cross-referenced it with other reliable sources, leaving no "shale" of doubt in the quality of the dataset.

A key component of the methodology involved the application of time series analysis techniques to model the fluctuations in both the frequency of the name "Audrey" and SLB's stock price over the study period. Various statistical models, including autoregressive integrated moving average (ARIMA) and vector autoregression (VAR), were utilized to capture the interplay between the two time series. The use of these models allowed for the identification of any meaningful interdependencies or "fracking coincidences," which could validate the purported connection between the name "Audrey" and SLB's stock price.

To robustly assess the strength and significance of the purported relationship, the team conducted correlation and regression analyses. This involved calculating Pearson correlation coefficients and fitting regression models to quantify the association between the popularity of the name "Audrey" and SLB's stock price. The results were then subjected to rigorous hypothesis testing to evaluate the statistical significance of the observed association.

Now, it must be acknowledged that while our methods were thorough and rigorous, they did not involve any literal "oil drilling" or "reservoir engineering." Instead, we focused our efforts on drilling into the depths of data and statistical analyses, not into actual subterranean petroleum reservoirs. Nonetheless, we did encounter our fair share of "data gushers," providing ample material for investigation.

Furthermore, to ensure the reliability and generalizability of our findings, sensitivity analyses were conducted to gauge the robustness of the results to different time periods and alternate statistical models. This comprehensive approach aimed to fortify the credibility of our findings and elucidate any potential nuances in the purported relationship between the first name "Audrey" and SLB's stock price, without descending into the depths of "statistical abyss."

Ultimately, the confluence of data mining, time series analysis, and statistical testing served as our "drill bit," carving through the layers of complexity to uncover the hidden connections between a name and a stock. It was an endeavor that demanded both analytical rigor and statistical creativity, akin to navigating the intricacies of a financial labyrinth while maintaining an unwavering commitment to uncovering the unexpected - much like striking a proverbial "statistical goldmine."

In the end, the convergence of these diverse methodologies allowed us to illuminate the conspicuous correlations and relationships, underscoring the potential influence of the first name "Audrey" on SLB's stock price. And as we unearthed these findings, it became abundantly clear that statistics and stock prices are not purely "black gold;" every now and then, they're sprinkled with a bit of statistical stardust - or should we say, "Audrey dust."


Model: gpt-3.5-turbo-1106
System prompt: You are a witty academic researcher. Your writing sounds like it belongs in a statistics journal.You draft the results section of an academic research paper. You speak in the past tense (you found...).
User prompt:
Pretend you are an academic researcher. Your writing sounds like it belongs in a medical or economics journal. However, you frequently crack jokes, make puns, or add unexpected twists in your writing.

Please make up the results section of an academic research paper presenting the findings of the connection between Popularity of the first name Audrey and SLB's stock price (SLB). You can't resist a good dad joke. Add a relevant dad joke related to the content every couple of sentences. Stay serious and dry most of the time, but then occasionally let your wit shine through.

Your research team collected data from all across the internet, but mostly just used information from US Social Security Administration and LSEG Analytics (Refinitiv) .

For the time period 2002 to 2022, you found a correlation 0.8612597, r-squared of 0.7417682, and p < 0.01.

One figure will be included. The figure (Fig. 1) is a scatterplot showing the strong correlation between the two variables. You don't need to specify where; I will add the figure.

Here is the title and abstract of the paper:
[[TITLE]]
"Assessing the Audrey Effect: An Analysis of Audrey's Appeal on SLB Stock Price"

[[ABSTRACT]]
This research paper delves into the intriguing relationship between the popularity of the first name Audrey and the stock price of Schlumberger Limited (SLB). Leveraging data from the US Social Security Administration and LSEG Analytics (Refinitiv), we sought to unravel the hidden connections between this seemingly disparate pair. We present a comprehensive examination of the Audrey Effect and its impact on the stock market landscape.

The analysis uncovered a rather astonishing correlation coefficient of 0.8612597 and a significant p-value of less than 0.01 for the period spanning from 2002 to 2022. Our findings suggest a robust and noteworthy relationship between the ascent of the moniker "Audrey" and fluctuations in SLB's stock performance. It seems that the name "Audrey" may possess an unparalleled allure that exerts an unanticipated influence on the financial realm. Could it be that the prominence of Audrey Hepburn, a beloved screen icon, has silently swayed the stock market all along?

Now, let's not jump to any premature conclusions or "pudding" off the essence of rigorous analysis, but it appears that there is some substance to the "Audrey Effect" on stock prices. That being said, our research serves as a lighthearted yet enlightening reminder that the world of finance may harbor unexpected connections to the most unconventional factors – even a first name. It seems that in the world of stock prices, as in life, there's no resisting the charm of Audrey.

-------

And here is the methodology section that led to this result:
[[METHODOLOGY]]
The intersection of finance and societal trends has long been a subject of fascination, often yielding unexpected revelations that prompt both scrutiny and amusement. In this study, we explore an unconventional relationship: the connection between the popularity of the first name "Audrey" and the stock price of Schlumberger Limited (SLB). This exploration was triggered by a curiosity sparked by an ostensibly whimsical observation - the striking ascent of the name "Audrey" and its potential impact on financial markets. As we delve into the empirical analysis, we aim to uncover whether there is more to this correlation than meets the eye, or whether it's simply a case of statistical serendipity.
It is not every day that one gets the chance to intertwine the world of high finance with the ordinary realm of names and popularity. But we are not ones to shy away from the unusual - after all, who doesn't enjoy a good "stock" of puns and wordplay, especially when it makes the data all the more digestible? Such a venture is akin to uncovering a hidden treasure chest in the depths of a statistical jungle – an "Audrey" adventure, if you will.
Our investigation hinges upon the novel concept that the ebb and flow of stock prices may be influenced, albeit indirectly, by name trends in the population. We propose that the allure of the name "Audrey," whether bolstered by cultural icons or simply a byproduct of its timeless elegance, may exude a subtle yet significant impact on the investment landscape. It's as if there is a "slumber-jar" of influence at play that is much more than meets the "oil well."
As we embark on this journey, it is imperative to approach our analysis with the requisite seriousness and rigor. However, this doesn't mean we have to throw all fun out the window – we're not about to treat our findings with a "slick" demeanor or "crude" outlook. After all, every bit of statistical exploration benefits from a touch of whimsy and a dash of humor – so buckle up and prepare for a statistical spectacle!
In light of the substantial empirical evidence we have assembled, this paper aims to not only enhance our understanding of the elusive market forces but also to infuse a sense of lightheartedness and intrigue into the often "drilling" world of financial analysis. So, let's dive into the numbers and see if we can strike "oil" in this unanticipated, yet potentially insightful, correlation.

-------

Your response should start like this:

[[RESULTS]]



ChatGPT:

[[RESULTS]]

The analysis revealed a remarkable correlation between the popularity of the first name Audrey and the stock price of Schlumberger Limited (SLB). Over the period from 2002 to 2022, we found a correlation coefficient of 0.8612597, indicating a strong positive relationship between the two variables. This finding suggests a compelling association between the prevalence of the name "Audrey" and the fluctuations in SLB's stock performance. It appears that even in the world of finance, the name "Audrey" may have a certain je ne sais quoi that leaves a lasting impression on stock prices.

The r-squared value of 0.7417682 indicates that approximately 74% of the variability in SLB's stock price can be explained by the changes in the popularity of the name "Audrey." This substantial proportion reinforces the notion that there is more than meets the eye in this seemingly whimsical correlation. It seems that the influence of Audrey transcends the silver screen and extends its impact into the realm of financial markets. One might say that Audrey's allure is "reservoir-ating" throughout the stock performance.

Additionally, the p-value of less than 0.01 further supports the significance of this relationship. The probability of observing such a strong correlation purely by chance is exceedingly low, suggesting that the association between the name "Audrey" and SLB's stock price is highly unlikely to be a statistical fluke. It appears that there is indeed substance to the "Audrey Effect" on stock prices, prompting us to consider the potential influence of this alluring name on the financial domain.

From Fig. 1, the scatterplot illustrates the robust and positive relationship between the prevalence of the name "Audrey" and the fluctuations in SLB's stock price. Each data point in the plot seems to whisper, "Audrey by my stock prices!"

This research brings to light the unexpected intertwining of the world of names and the domain of finance, offering a playful yet thought-provoking foray into the hidden dynamics of market forces. While our findings provide evidence of the "Audrey Effect," we do acknowledge that further exploration and analysis are necessary to fully comprehend the depths of this intriguing correlation. After all, as with any statistical inquiry, there's always the possibility of uncovering more "depth" in the data.


Model: gpt-3.5-turbo-1106
System prompt: You are a witty academic researcher. Your writing sounds like it belongs in a statistics journal.You draft the discussion section of an academic research paper.
User prompt:
Pretend you are an academic researcher. Your writing sounds like it belongs in a medical or economics journal. However, you frequently crack jokes, make puns, or add unexpected twists in your writing.

Please make up the discussion section of an academic research paper presenting the findings of the connection between Popularity of the first name Audrey and SLB's stock price (SLB). You can't resist a good dad joke. Add a relevant dad joke related to the content every couple of sentences. Stay serious and dry most of the time, but then occasionally let your wit shine through.

Limit your response to 500 tokens.

Here are the title, abstract, literature review, and results sections. Please harken back to 1-2 of the goofy items in the literature review, but pretend to take them completely seriously. Discuss how your results supported the prior research.

Do not write a conclusion. I will add a conclusion after this.

[[TITLE]]
"Assessing the Audrey Effect: An Analysis of Audrey's Appeal on SLB Stock Price"

[[ABSTRACT]]
This research paper delves into the intriguing relationship between the popularity of the first name Audrey and the stock price of Schlumberger Limited (SLB). Leveraging data from the US Social Security Administration and LSEG Analytics (Refinitiv), we sought to unravel the hidden connections between this seemingly disparate pair. We present a comprehensive examination of the Audrey Effect and its impact on the stock market landscape.

The analysis uncovered a rather astonishing correlation coefficient of 0.8612597 and a significant p-value of less than 0.01 for the period spanning from 2002 to 2022. Our findings suggest a robust and noteworthy relationship between the ascent of the moniker "Audrey" and fluctuations in SLB's stock performance. It seems that the name "Audrey" may possess an unparalleled allure that exerts an unanticipated influence on the financial realm. Could it be that the prominence of Audrey Hepburn, a beloved screen icon, has silently swayed the stock market all along?

Now, let's not jump to any premature conclusions or "pudding" off the essence of rigorous analysis, but it appears that there is some substance to the "Audrey Effect" on stock prices. That being said, our research serves as a lighthearted yet enlightening reminder that the world of finance may harbor unexpected connections to the most unconventional factors – even a first name. It seems that in the world of stock prices, as in life, there's no resisting the charm of Audrey.

[[LITERATURE REVIEW]]
We begin our investigation with a review of existing research on the unexpected ways in which seemingly unrelated factors can influence stock prices. Smith et al. (2018) uncovered a noteworthy correlation between weather patterns and stock market performance, a finding that left many investors feeling under the weather. However, our focus resides on a rather "name-dropping" connection – the influence of the first name Audrey on the stock price of Schlumberger Limited (SLB). Could it be that the popularity of this moniker holds sway over the market in ways previously unfathomed? Our curiosity piqued, we set out to explore this whimsical yet intriguing association.
In "Doe and Jones: The Chronicles of Finance" (2019), the authors delved into the ripple effects of varying social trends on financial markets. Surprisingly, their analysis uncovered a fascinating correlation between the consumption of avocado toast and fluctuations in stock prices. It's as if the creamy allure of avocados extended beyond brunch and found its way into investment portfolios. But our quest leads us down a different path – one where the spotlight shines on the Audrey Effect and its potential impact on SLB's stock performance.
Now, you may be wondering, "What does 'War and Peace' have to do with this?" Well, the whimsical world of financial analysis often invites unexpected revelations, much like the surprises lurking within the pages of Leo Tolstoy's timeless classic. Our exploration is akin to a literary romp through a field of statistical musings, where every turn of phrase – or in this case, stock price – holds the promise of unforeseen discovery. It's as if the novel secrets of the market are waiting to be unraveled, much like a gripping tale from the literary canon.
Turning to the realm of fiction, "The Audrey Code" by Dan Brown seems to carry an air of intrigue that mirrors our quest for understanding. While the author's work may be shrouded in mystery and enigma, our analysis seeks to shed light on the curious connection between the name "Audrey" and SLB's stock price. Could it be that there exists a cryptic code embedded within the name itself, exerting an imperceptible yet impactful influence on financial markets? Our findings may just hold the key to unraveling this captivating enigma.
Drawing inspiration from the world of board games, our analysis resembles a riveting game of Clue, where the pieces of the puzzle gradually fall into place, revealing a surprising culprit behind the fluctuations in stock prices. Was it Professor Plum in the library with the candlestick, or perhaps Audrey's timeless charm in the market with the stock prices? As we navigate this intellectual labyrinth, our pursuit of the truth takes on an air of suspense and excitement – for in finance, as in a game of Clue, uncovering the unexpected is half the fun.
In the spirit of a good dad joke, we couldn't help but ponder: What did the stock market say to the name Audrey? "I'm bullish on your popularity!" In our quest for understanding the Audrey Effect, a touch of humor only adds to the richness of our exploration.

[[RESULTS]]
The analysis revealed a remarkable correlation between the popularity of the first name Audrey and the stock price of Schlumberger Limited (SLB). Over the period from 2002 to 2022, we found a correlation coefficient of 0.8612597, indicating a strong positive relationship between the two variables. This finding suggests a compelling association between the prevalence of the name "Audrey" and the fluctuations in SLB's stock performance. It appears that even in the world of finance, the name "Audrey" may have a certain je ne sais quoi that leaves a lasting impression on stock prices.
The r-squared value of 0.7417682 indicates that approximately 74% of the variability in SLB's stock price can be explained by the changes in the popularity of the name "Audrey." This substantial proportion reinforces the notion that there is more than meets the eye in this seemingly whimsical correlation. It seems that the influence of Audrey transcends the silver screen and extends its impact into the realm of financial markets. One might say that Audrey's allure is "reservoir-ating" throughout the stock performance.
Additionally, the p-value of less than 0.01 further supports the significance of this relationship. The probability of observing such a strong correlation purely by chance is exceedingly low, suggesting that the association between the name "Audrey" and SLB's stock price is highly unlikely to be a statistical fluke. It appears that there is indeed substance to the "Audrey Effect" on stock prices, prompting us to consider the potential influence of this alluring name on the financial domain.
From Fig. 1, the scatterplot illustrates the robust and positive relationship between the prevalence of the name "Audrey" and the fluctuations in SLB's stock price. Each data point in the plot seems to whisper, "Audrey by my stock prices!"
This research brings to light the unexpected intertwining of the world of names and the domain of finance, offering a playful yet thought-provoking foray into the hidden dynamics of market forces. While our findings provide evidence of the "Audrey Effect," we do acknowledge that further exploration and analysis are necessary to fully comprehend the depths of this intriguing correlation. After all, as with any statistical inquiry, there's always the possibility of uncovering more "depth" in the data.

-------

Your response should start like this:

[[DISCUSSION]]



ChatGPT:

[[DISCUSSION]]

The results of our study offer compelling evidence of a strong positive correlation between the popularity of the first name Audrey and the stock price of Schlumberger Limited (SLB) from 2002 to 2022. This finding aligns with prior research on the surprising influence of seemingly unrelated factors on stock market performance. It seems that the "Audrey Effect" holds true, illustrating how unanticipated elements can permeate the financial landscape. It appears that Audrey's charm is not confined to the silver screen but extends its allure into the realm of stock prices.

Our conclusions are in line with the whimsical yet intriguing connections identified by Smith et al. (2018) and Doe and Jones (2019). As we peel back the layers of this onion, it becomes clear that factors as diverse as weather patterns, avocado consumption, and the first name Audrey can indeed exert influence on stock performance. It's as if the financial realm is a treasure trove of unexpected correlations, waiting to be unearthed by the discerning eye of statistical analysis.

The strong correlation coefficient of 0.8612597 and the high r-squared value of 0.7417682 underscore the substantive relationship between the ascendance of the name "Audrey" and the fluctuations in SLB's stock price. These statistical measures affirm the significant impact of this seemingly lighthearted variable on the financial domain, demonstrating the depth of influence that a name can bear. It seems that the world of finance, much like life itself, is never short of surprises – especially involving a certain Audrey.

The remarkable association uncovered in this study invites us to consider the myriad factors at play in the stock market, and the potential influence of names on investment decisions. This light-hearted yet enlightening investigation prompts us to reflect on the multifaceted nature of market forces and the charming allure of unexpected correlations. After all, in the world of finance, as in the world of humor, the most unexpected punchlines often carry the most weight.

As with any statistical inquiry, the findings of this study open the door to further exploration and analysis. Our research serves as a lighthearted yet insightful reminder that the financial domain may harbor surprising connections to the most unconventional variables – even a first name. It is through such unexpected revelations that we continue to unravel the enigmatic intricacies of stock market dynamics, showcasing the enduring fascination of statistical inquiry. In the world of finance, it seems that there's no resisting the charm of Audrey.


Model: gpt-3.5-turbo-1106
System prompt: You are a witty academic researcher. Your writing sounds like it belongs in a statistics journal.You draft the discussion section of goofy academic research papers that sounds like it belongs based on the title and abstract provided.
User prompt:
Pretend you are an academic researcher. Your writing sounds like it belongs in a medical or economics journal. However, you frequently crack jokes, make puns, or add unexpected twists in your writing.

Please make up a short conclusion of an academic research paper presenting the findings of the connection between Popularity of the first name Audrey and SLB's stock price (SLB). You can't resist a good dad joke. Add a relevant dad joke related to the content every couple of sentences. Stay serious and dry most of the time, but then occasionally let your wit shine through.

Limit your response to 300 tokens. At the very end, assert that no more research is needed in this area.

Here are the title, abstract, introduction, and results sections.
[[TITLE]]
"Assessing the Audrey Effect: An Analysis of Audrey's Appeal on SLB Stock Price"

[[ABSTRACT]]
This research paper delves into the intriguing relationship between the popularity of the first name Audrey and the stock price of Schlumberger Limited (SLB). Leveraging data from the US Social Security Administration and LSEG Analytics (Refinitiv), we sought to unravel the hidden connections between this seemingly disparate pair. We present a comprehensive examination of the Audrey Effect and its impact on the stock market landscape.

The analysis uncovered a rather astonishing correlation coefficient of 0.8612597 and a significant p-value of less than 0.01 for the period spanning from 2002 to 2022. Our findings suggest a robust and noteworthy relationship between the ascent of the moniker "Audrey" and fluctuations in SLB's stock performance. It seems that the name "Audrey" may possess an unparalleled allure that exerts an unanticipated influence on the financial realm. Could it be that the prominence of Audrey Hepburn, a beloved screen icon, has silently swayed the stock market all along?

Now, let's not jump to any premature conclusions or "pudding" off the essence of rigorous analysis, but it appears that there is some substance to the "Audrey Effect" on stock prices. That being said, our research serves as a lighthearted yet enlightening reminder that the world of finance may harbor unexpected connections to the most unconventional factors – even a first name. It seems that in the world of stock prices, as in life, there's no resisting the charm of Audrey.

[[INTRDUCTION]]
The intersection of finance and societal trends has long been a subject of fascination, often yielding unexpected revelations that prompt both scrutiny and amusement. In this study, we explore an unconventional relationship: the connection between the popularity of the first name "Audrey" and the stock price of Schlumberger Limited (SLB). This exploration was triggered by a curiosity sparked by an ostensibly whimsical observation - the striking ascent of the name "Audrey" and its potential impact on financial markets. As we delve into the empirical analysis, we aim to uncover whether there is more to this correlation than meets the eye, or whether it's simply a case of statistical serendipity.
It is not every day that one gets the chance to intertwine the world of high finance with the ordinary realm of names and popularity. But we are not ones to shy away from the unusual - after all, who doesn't enjoy a good "stock" of puns and wordplay, especially when it makes the data all the more digestible? Such a venture is akin to uncovering a hidden treasure chest in the depths of a statistical jungle – an "Audrey" adventure, if you will.
Our investigation hinges upon the novel concept that the ebb and flow of stock prices may be influenced, albeit indirectly, by name trends in the population. We propose that the allure of the name "Audrey," whether bolstered by cultural icons or simply a byproduct of its timeless elegance, may exude a subtle yet significant impact on the investment landscape. It's as if there is a "slumber-jar" of influence at play that is much more than meets the "oil well."
As we embark on this journey, it is imperative to approach our analysis with the requisite seriousness and rigor. However, this doesn't mean we have to throw all fun out the window – we're not about to treat our findings with a "slick" demeanor or "crude" outlook. After all, every bit of statistical exploration benefits from a touch of whimsy and a dash of humor – so buckle up and prepare for a statistical spectacle!
In light of the substantial empirical evidence we have assembled, this paper aims to not only enhance our understanding of the elusive market forces but also to infuse a sense of lightheartedness and intrigue into the often "drilling" world of financial analysis. So, let's dive into the numbers and see if we can strike "oil" in this unanticipated, yet potentially insightful, correlation.

[[RESULTS]]
The analysis revealed a remarkable correlation between the popularity of the first name Audrey and the stock price of Schlumberger Limited (SLB). Over the period from 2002 to 2022, we found a correlation coefficient of 0.8612597, indicating a strong positive relationship between the two variables. This finding suggests a compelling association between the prevalence of the name "Audrey" and the fluctuations in SLB's stock performance. It appears that even in the world of finance, the name "Audrey" may have a certain je ne sais quoi that leaves a lasting impression on stock prices.
The r-squared value of 0.7417682 indicates that approximately 74% of the variability in SLB's stock price can be explained by the changes in the popularity of the name "Audrey." This substantial proportion reinforces the notion that there is more than meets the eye in this seemingly whimsical correlation. It seems that the influence of Audrey transcends the silver screen and extends its impact into the realm of financial markets. One might say that Audrey's allure is "reservoir-ating" throughout the stock performance.
Additionally, the p-value of less than 0.01 further supports the significance of this relationship. The probability of observing such a strong correlation purely by chance is exceedingly low, suggesting that the association between the name "Audrey" and SLB's stock price is highly unlikely to be a statistical fluke. It appears that there is indeed substance to the "Audrey Effect" on stock prices, prompting us to consider the potential influence of this alluring name on the financial domain.
From Fig. 1, the scatterplot illustrates the robust and positive relationship between the prevalence of the name "Audrey" and the fluctuations in SLB's stock price. Each data point in the plot seems to whisper, "Audrey by my stock prices!"
This research brings to light the unexpected intertwining of the world of names and the domain of finance, offering a playful yet thought-provoking foray into the hidden dynamics of market forces. While our findings provide evidence of the "Audrey Effect," we do acknowledge that further exploration and analysis are necessary to fully comprehend the depths of this intriguing correlation. After all, as with any statistical inquiry, there's always the possibility of uncovering more "depth" in the data.

-------

Your response should start like this:

[[CONCLUSION]]



ChatGPT:

[[CONCLUSION]]

In conclusion, our investigation into the relationship between the popularity of the first name Audrey and the stock price of Schlumberger Limited (SLB) has unveiled a remarkable correlation that cannot be overlooked. The substantial correlation coefficient of 0.8612597 and the significant p-value of less than 0.01 for the period from 2002 to 2022 provide compelling evidence of the "Audrey Effect" on stock prices. It seems that in the world of finance, the charm of Audrey may hold more sway than previously envisioned, prompting us to muse on the idea that perhaps "Audrey" is the real "stock" of the town.

Our findings offer an amusing yet enlightening perspective on the intertwining of seemingly unrelated phenomena, shedding light on the quirkier aspects of market dynamics. As we navigate the enigmatic realm of financial analysis, it becomes evident that even the most unconventional factors can exert an unexpected influence, demonstrating that in the unpredictable world of stocks, as in life, there's certainly "Audrey-sty" around every corner.

While our research has brought about notable insights, it also underscores the need for continued exploration and analysis in this intriguing domain. For as long as there are data to dissect and correlations to decipher, the allure of Audrey in the stock market shall not be overlooked. Nevertheless, for now, we can confidently affirm that our findings provide substantial evidence of the captivating "Audrey Effect" on stock prices, leaving us with the understanding that when it comes to finances, there may just be more than meets the "i" - Audrey-sly.

Based on the robust nature of our findings, we assert that further research in this area is unnecessary. It seems that the connection between the popularity of the first name Audrey and SLB's stock price has been sufficiently illuminated, leaving us with the delightful certainty that in the world of finance, Audrey's influence is as real as it gets. No longer can one dismiss the impact of this seemingly innocuous name on the financial landscape – it appears that Audrey truly does have the "stock" market under her spell.


Model: gpt-3.5-turbo-1106
System prompt: You provide fictional names of academic journals. You say nothing else, and you do not chat with the user.
User prompt: Please provide the name of a funny but plausible sounding research, scientific, or academic journal that would publish a paper entited Assessing the Audrey Effect: An Analysis of Audrey's Appeal on SLB Stock Price. Respond only with the name of a fictional academic journal.

ChatGPT:

The Journal of Financial and Fashionable Analysis


Model: gpt-3.5-turbo-1106
System prompt: You provide fictional names of nonprofit research organizations and associations. You say nothing else, and you do not chat with the user.
User prompt: Please provide the name of a funny but plausible sounding nonprofit, academic, or scientific association or organization that would sponsor research that resulted in a paper entited Assessing the Audrey Effect: An Analysis of Audrey's Appeal on SLB Stock Price. Respond only with the name of a fictional organization.

ChatGPT:

The Society for Quantitative Analysis of Pop Culture Phenomena


Model: gpt-3.5-turbo-1106
System prompt: You provide potential search keywords separated by commas. You say nothing else, and you do not chat with the user.
User prompt: Please provide potential search keywords for a paper titled Assessing the Audrey Effect: An Analysis of Audrey's Appeal on SLB Stock Price with an abstract of This research paper delves into the intriguing relationship between the popularity of the first name Audrey and the stock price of Schlumberger Limited (SLB). Leveraging data from the US Social Security Administration and LSEG Analytics (Refinitiv), we sought to unravel the hidden connections between this seemingly disparate pair. We present a comprehensive examination of the Audrey Effect and its impact on the stock market landscape.
The analysis uncovered a rather astonishing correlation coefficient of 0.8612597 and a significant p-value of less than 0.01 for the period spanning from 2002 to 2022. Our findings suggest a robust and noteworthy relationship between the ascent of the moniker "Audrey" and fluctuations in SLB's stock performance. It seems that the name "Audrey" may possess an unparalleled allure that exerts an unanticipated influence on the financial realm. Could it be that the prominence of Audrey Hepburn, a beloved screen icon, has silently swayed the stock market all along?
Now, let's not jump to any premature conclusions or "pudding" off the essence of rigorous analysis, but it appears that there is some substance to the "Audrey Effect" on stock prices. That being said, our research serves as a lighthearted yet enlightening reminder that the world of finance may harbor unexpected connections to the most unconventional factors – even a first name. It seems that in the world of stock prices, as in life, there's no resisting the charm of Audrey.

ChatGPT:

"Audrey Effect," "Audrey stock price correlation," "Audrey name popularity," "Schlumberger stock price analysis," "Audrey name influence on stock market," "Audrey Hepburn and stock performance," "Name influence on financial realm," "Stock market unusual correlations," "First name impact on stock prices"

*There is a bunch of Python happening behind the scenes to turn this prompt sequence into a PDF.



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Data details

Popularity of the first name Audrey
Detailed data title: Babies of all sexes born in the US named Audrey
Source: US Social Security Administration
See what else correlates with Popularity of the first name Audrey

SLB's stock price (SLB)
Detailed data title: Opening price of SLB (SLB) on the first trading day of the year
Source: LSEG Analytics (Refinitiv)
Additional Info: Via Microsoft Excel Stockhistory function

See what else correlates with SLB's stock price (SLB)

Correlation r = 0.8612597 (Pearson correlation coefficient)
Correlation is a measure of how much the variables move together. If it is 0.99, when one goes up the other goes up. If it is 0.02, the connection is very weak or non-existent. If it is -0.99, then when one goes up the other goes down. If it is 1.00, you probably messed up your correlation function.

r2 = 0.7417682 (Coefficient of determination)
This means 74.2% of the change in the one variable (i.e., SLB's stock price (SLB)) is predictable based on the change in the other (i.e., Popularity of the first name Audrey) over the 21 years from 2002 through 2022.

p < 0.01, which is statistically significant(Null hypothesis significance test)
The p-value is 5.4E-7. 0.0000005356247526295962000000
The p-value is a measure of how probable it is that we would randomly find a result this extreme. More specifically the p-value is a measure of how probable it is that we would randomly find a result this extreme if we had only tested one pair of variables one time.

But I am a p-villain. I absolutely did not test only one pair of variables one time. I correlated hundreds of millions of pairs of variables. I threw boatloads of data into an industrial-sized blender to find this correlation.

Who is going to stop me? p-value reporting doesn't require me to report how many calculations I had to go through in order to find a low p-value!
On average, you will find a correaltion as strong as 0.86 in 5.4E-5% of random cases. Said differently, if you correlated 1,866,979 random variables You don't actually need 1 million variables to find a correlation like this one. I don't have that many variables in my database. You can also correlate variables that are not independent. I do this a lot.

p-value calculations are useful for understanding the probability of a result happening by chance. They are most useful when used to highlight the risk of a fluke outcome. For example, if you calculate a p-value of 0.30, the risk that the result is a fluke is high. It is good to know that! But there are lots of ways to get a p-value of less than 0.01, as evidenced by this project.

In this particular case, the values are so extreme as to be meaningless. That's why no one reports p-values with specificity after they drop below 0.01.

Just to be clear: I'm being completely transparent about the calculations. There is no math trickery. This is just how statistics shakes out when you calculate hundreds of millions of random correlations.
with the same 20 degrees of freedom, Degrees of freedom is a measure of how many free components we are testing. In this case it is 20 because we have two variables measured over a period of 21 years. It's just the number of years minus ( the number of variables minus one ), which in this case simplifies to the number of years minus one.
you would randomly expect to find a correlation as strong as this one.

[ 0.68, 0.94 ] 95% correlation confidence interval (using the Fisher z-transformation)
The confidence interval is an estimate the range of the value of the correlation coefficient, using the correlation itself as an input. The values are meant to be the low and high end of the correlation coefficient with 95% confidence.

This one is a bit more complciated than the other calculations, but I include it because many people have been pushing for confidence intervals instead of p-value calculations (for example: NEJM. However, if you are dredging data, you can reliably find yourself in the 5%. That's my goal!


All values for the years included above: If I were being very sneaky, I could trim years from the beginning or end of the datasets to increase the correlation on some pairs of variables. I don't do that because there are already plenty of correlations in my database without monkeying with the years.

Still, sometimes one of the variables has more years of data available than the other. This page only shows the overlapping years. To see all the years, click on "See what else correlates with..." link above.
200220032004200520062007200820092010201120122013201420152016201720182019202020212022
Popularity of the first name Audrey (Babies born)331140073922414646545258545450154960522153075615557156255372484446904465377036833329
SLB's stock price (SLB) (Stock price)27.4821.1527.3633.449.4363.0199.4442.7566.398470.470.889.4884.8169.4584.8668.0735.4940.5222.0830.07




Why this works

  1. Data dredging: I have 25,213 variables in my database. I compare all these variables against each other to find ones that randomly match up. That's 635,695,369 correlation calculations! This is called “data dredging.” Instead of starting with a hypothesis and testing it, I instead abused the data to see what correlations shake out. It’s a dangerous way to go about analysis, because any sufficiently large dataset will yield strong correlations completely at random.
  2. Lack of causal connection: There is probably Because these pages are automatically generated, it's possible that the two variables you are viewing are in fact causually related. I take steps to prevent the obvious ones from showing on the site (I don't let data about the weather in one city correlate with the weather in a neighboring city, for example), but sometimes they still pop up. If they are related, cool! You found a loophole.
    no direct connection between these variables, despite what the AI says above. This is exacerbated by the fact that I used "Years" as the base variable. Lots of things happen in a year that are not related to each other! Most studies would use something like "one person" in stead of "one year" to be the "thing" studied.
  3. Observations not independent: For many variables, sequential years are not independent of each other. If a population of people is continuously doing something every day, there is no reason to think they would suddenly change how they are doing that thing on January 1. A simple Personally I don't find any p-value calculation to be 'simple,' but you know what I mean.
    p-value calculation does not take this into account, so mathematically it appears less probable than it really is.
  4. Y-axis doesn't start at zero: I truncated the Y-axes of the graph above. I also used a line graph, which makes the visual connection stand out more than it deserves. Nothing against line graphs. They are great at telling a story when you have linear data! But visually it is deceptive because the only data is at the points on the graph, not the lines on the graph. In between each point, the data could have been doing anything. Like going for a random walk by itself!
    Mathematically what I showed is true, but it is intentionally misleading. Below is the same chart but with both Y-axes starting at zero.




Try it yourself

You can calculate the values on this page on your own! Try running the Python code to see the calculation results. Step 1: Download and install Python on your computer.

Step 2: Open a plaintext editor like Notepad and paste the code below into it.

Step 3: Save the file as "calculate_correlation.py" in a place you will remember, like your desktop. Copy the file location to your clipboard. On Windows, you can right-click the file and click "Properties," and then copy what comes after "Location:" As an example, on my computer the location is "C:\Users\tyler\Desktop"

Step 4: Open a command line window. For example, by pressing start and typing "cmd" and them pressing enter.

Step 5: Install the required modules by typing "pip install numpy", then pressing enter, then typing "pip install scipy", then pressing enter.

Step 6: Navigate to the location where you saved the Python file by using the "cd" command. For example, I would type "cd C:\Users\tyler\Desktop" and push enter.

Step 7: Run the Python script by typing "python calculate_correlation.py"

If you run into any issues, I suggest asking ChatGPT to walk you through installing Python and running the code below on your system. Try this question:

"Walk me through installing Python on my computer to run a script that uses scipy and numpy. Go step-by-step and ask me to confirm before moving on. Start by asking me questions about my operating system so that you know how to proceed. Assume I want the simplest installation with the latest version of Python and that I do not currently have any of the necessary elements installed. Remember to only give me one step per response and confirm I have done it before proceeding."


# These modules make it easier to perform the calculation
import numpy as np
from scipy import stats

# We'll define a function that we can call to return the correlation calculations
def calculate_correlation(array1, array2):

    # Calculate Pearson correlation coefficient and p-value
    correlation, p_value = stats.pearsonr(array1, array2)

    # Calculate R-squared as the square of the correlation coefficient
    r_squared = correlation**2

    return correlation, r_squared, p_value

# These are the arrays for the variables shown on this page, but you can modify them to be any two sets of numbers
array_1 = np.array([3311,4007,3922,4146,4654,5258,5454,5015,4960,5221,5307,5615,5571,5625,5372,4844,4690,4465,3770,3683,3329,])
array_2 = np.array([27.48,21.15,27.36,33.4,49.43,63.01,99.44,42.75,66.39,84,70.4,70.8,89.48,84.81,69.45,84.86,68.07,35.49,40.52,22.08,30.07,])
array_1_name = "Popularity of the first name Audrey"
array_2_name = "SLB's stock price (SLB)"

# Perform the calculation
print(f"Calculating the correlation between {array_1_name} and {array_2_name}...")
correlation, r_squared, p_value = calculate_correlation(array_1, array_2)

# Print the results
print("Correlation Coefficient:", correlation)
print("R-squared:", r_squared)
print("P-value:", p_value)



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Correlation ID: 2294 · Black Variable ID: 2311 · Red Variable ID: 1650
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