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This post suggests that data on suicide seasonality debunks the myth of “winter blues.” Most studies show that suicide rates peak in the Spring suggesting that Spring is a more depressing season than Winter. But to make this inference we need a model of the optimal timing of suicide.
Suppose that your emotional well-being is a stochastic process which is mixed with a seasonal trend. If Winter makes everyone unhappy, then this transient shock confounds the movements in the underlying stochastic process. You are not able to uncover the realization of your emotional random walk until after Winter is over and the seasonal component has washed away.
So you are really depressed in the winter but you are willing to wait it out to find out how you feel in the Spring. If Spring arrives and you are still depressed, you know you are riding a permanent shock. Thus, the spike in suicides in the Spring actually proves that Winter is indeed the most depressing season.