中文摘要：

本文推导了当数据生成过程是独立的季节平稳过程情形下，OLS参数估计及检验统计量的极限分布。发现序列中的自相关性会导致虚假回归现象的发生。

英文摘要：

In this paper, we deduced the limit distribution of regression coefficient and correspondence statistics when data generate process is independent seasonal stationary series.We explored the possible existence of spurious relationships between variables may be spurious because of correlation in residual.