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Correlation
of values
+43%
In sync
of periods
—
History
monthsmonths · through 2026-04
57
These move together
Their swing sizes loosely line up (~19% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
On a log scale so equal % moves take equal vertical space — best when one series has grown much faster than the other.
Advanced
Statistics
In sync(i)
N/A
Headline metric
Movement correlation(i)
+43%
Based on values
95% CI
+19% → +62%
Pipeline
Pipeline Summary
57 paired data points survived the monthly window.
Raw input
3,321
318
Normalized
3,321
318
Prepared
182
318
Aligned
57
57
Invalid removed
Likely range of correlation
R²(i)
19%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points(i)
57
Thin
Time-Shifted Correlation
See how correlation changes when one series is offset in time. A taller bar at a non-zero shift means the two move together better when one leads the other — that's a potential lead/lag signal.
Correlation by shift
Click a bar to inspect. Range: 0 to 0 months.
Selected shift
No shift
Correlation at this shift
+43%
No shift — both series at their actual dates.
57 overlapping points at this shift
Baseline
+43%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+43%
A non-zero peak suggests one series lines up better when shifted against the other.
Stability
How the correlation evolves over time. A stable line means the relationship is reliable; large swings signal regime-dependent behavior.
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
386
A: 125 / B: 261
Series A
Overnight Reverse Repo
RRPONTSYD
FRED · 3,321 raw → 182 prepared
Series B
Real gross domestic product per capita
A939RX0Q048SBEA
FRED · 318 raw → 318 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
3
Estimated crossover points between normalized spreads.
Slope
3.2722
Linear regression slope.
Intercept
60979.9509
Linear regression intercept.
Saved 4 months ago · ID: fred-a939rx0q048sbea_fred-rrpontsyd_monthly_5y