A prominent example is the continuous comparison between, on the one hand, the HICP inflation rate as measured by Eurostat and the national statistical institutes in line with the agreed methodology enshrined in European legislation and, on the other, qualitative or quantitative opinion surveys on inflation.
The HICP and the opinion surveys on inflation measure different phenomena, or as some may argue different aspects of the same phenomenon. In both cases, a direct comparison is not legitimate from a statistical point of view and is likely to suggest false interpretations.