CorrlensCorrlens
Correlate

Correlation Analysis

Gross Domestic Product vs Unemployment Rate

GDP vs UNRATE

-0.028

Near-zero inverse

When one moves up, the other tends to move down.

Jan 1, 1948 — Jul 1, 2025Daily311 observationsFREDFRED

AI Analysis

The correlation between GDP and the unemployment rate is very weak, indicating that changes in GDP do not consistently predict movements in unemployment. While there is a slight tendency for unemployment to lead GDP changes by about six months, this relationship is not strong enough to rely on for investment decisions. Caution is warranted, as the low R-squared value suggests that other factors significantly influence both series, and the trend alignment is only moderately consistent.

Timing Offset

y leads x by 6 periods

UNRATE tends to move before GDP.

-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: +0.379 (13 lags scanned)

R-Squared

0.5%

Share of variance in one series explained by the other.

Trend Agreement

42.9%

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

Overlap Quality

311

Robust shared window — 311 usable pairs.

Significance

n.s.

95% CI: [-0.391, 0.263] (approximate)

Time Series

Rebased to 100

Green: GDPGray: UNRATE36 of 311 points (sampled)

Scatter

XY Regression

-2,20105,00010,00015,00020,00025,00030,00033,5652.674681010.33Gross Domestic ProductUnemployment RateData pointsFit (r = -0.028)

Pipeline

Data quality details

Pipeline Summary

311 paired observations survived the daily window.

Raw input

316

938

Normalized

316

938

Prepared

316

938

Aligned

311

311

Invalid removed

0

A: 0 / B: 0

Duplicates removed

0

A: 0 / B: 0

Alignment drops

632

A: 5 / B: 627

Series A

GDP

Gross Domestic Product

FRED · 316 raw → 316 prepared

Series B

UNRATE

Unemployment Rate

FRED · 938 raw → 938 prepared

Sign agreement

100.0%

How often both values share the same sign.

Zero crossings

1

Estimated crossover points between normalized spreads.

Slope

-0.0000

Linear regression slope.

Intercept

5.7485

Linear regression intercept.

Saved 13 hours ago · ID: fred-gdp-vs-fred-unrate-daily-20260406-sz4035