# Spurious regressions [closed]

If $$\{ X_t \}$$ is a $$I(1)$$ series and $$\{ Y_t \}$$ is a $$I(0)$$ series, would it cause "spurious regression" when regressing like $$Y_i=\beta_0+\beta_1 X_i+u_i$$? Thanks!

• The subscripts are inconsistent in the regression equation. – Herr K. May 3 '19 at 23:37