CorrlensCorrlens
Correlate

Correlation Analysis

Real Gross Domestic Product for United Kingdom (DISCONTINUED) vs International Merchandise Trade Statistics: Exports: Commodities for United Kingdom

CLVMNACSCAB1GQUK vs XTEXVA01GBM667S

+0.968

Very strong positive

When one moves up, the other tends to follow.

Jan 1, 1975 — Jul 1, 2020Daily183 observationsFREDFRED

AI Analysis

The strong correlation between Series A and Series B suggests that they move closely together, implying that trends in one are likely to reflect trends in the other, which can be useful for economic forecasting and investment decisions. Notably, Series B tends to lead Series A by one period, indicating that changes in Series B may signal future movements in Series A, allowing investors to anticipate shifts. However, while this relationship is robust, it is essential to consider that correlation does not imply causation, and other external factors could influence these series, potentially affecting their future alignment.

Timing Offset

y leads x by 1 period

XTEXVA01GBM667S tends to move before CLVMNACSCAB1GQUK.

-6-5-4-3-2-10+1+2+3+4+5+6

Correlation at each lag offset (periods). Peak marked with dot.

Peak correlation at offset: +0.966 (13 lags scanned)

R-Squared

92.6%

Share of variance in one series explained by the other.

Trend Agreement

62.9%

How often both series moved in the same direction period-to-period.

Overlap Quality

183

Usable shared window — 183 usable pairs.

Significance

p < 0.001

95% CI: [0.926, 0.981] (approximate)

Time Series

Rebased to 100

Green: CLVMNACSCAB1GQUKGray: XTEXVA01GBM667S36 of 183 points (sampled)

Scatter

XY Regression

157,184200,000250,000300,000350,000400,000450,000493,886548,210,68010,000,000,00020,000,000,00030,000,000,00040,000,000,00045,161,380,320Real Gross Domestic Product for United Kingdom (DISCONTINUED)International Merchandise Trade Statistics: Exports: Commodities for United KingdomData pointsFit (r = 0.968)

Pipeline

Data quality details

Pipeline Summary

183 paired observations survived the daily window.

Raw input

183

828

Normalized

183

828

Prepared

183

828

Aligned

183

183

Invalid removed

0

A: 0 / B: 0

Duplicates removed

0

A: 0 / B: 0

Alignment drops

645

A: 0 / B: 645

Series A

CLVMNACSCAB1GQUK

Real Gross Domestic Product for United Kingdom (DISCONTINUED)

FRED · 183 raw → 183 prepared

Series B

XTEXVA01GBM667S

International Merchandise Trade Statistics: Exports: Commodities for United Kingdom

FRED · 828 raw → 828 prepared

Sign agreement

100.0%

How often both values share the same sign.

Zero crossings

1

Estimated crossover points between normalized spreads.

Slope

126488.7986

Linear regression slope.

Intercept

-18525324808.9245

Linear regression intercept.

Saved 13 hours ago · ID: fred-clvmnacscab1gquk-vs-fred-xtexva01gbm667s-daily-20260406-vfaxni