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From Wiki http://en.wikipedia.org/wiki/Major_depressive_episode:

If left untreated, a typical major depressive episode may last for about six months, while about 20% of these episodes can last two years or more, with 50% of depressive episodes ending spontaneously.

I can probably find you an article reference if you want. But I have learned this kind of research findings in psychology class.

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There's also a such thing as chronic depression, and reason to think that major depression follows a relapsing-remitting course, at least in some people, and may turn into or be a warning sign of developing chronic depression.

Which says nothing about the effectiveness of psychiatric treatments. But it does argue for aggressive early treatment, whatever that might mean, in the hope of halting the progression before it could become chronic.

Mental illness is fundamentally hard to study scientifically, and I'm not convinced that any of the treatments we have actually work. But it's humane to make the attempt.

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