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Correlation
of values
-19%
In sync
of periods
49%
History
weeksweeks · through 2026-25
3,103
These move in the same direction about 49% of the time
Their swing sizes only faintly mirror each other (~4% 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)
49%
Headline metric
Movement correlation(i)
-19%
Based on values
95% CI
N/A
Pipeline
Pipeline Summary
3,103 paired data points survived the weekly window.
Raw input
16,111
3,103
Normalized
16,111
3,103
Prepared
3,367
3,103
Aligned
3,103
3,103
Invalid removed
Likely range
R²(i)
4%
Variance explained
Significance
N/A
Statistical confidence
Data points(i)
3,103
Deep
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: -12 to 12 weeks.
Selected shift
No shift
Correlation at this shift
-19%
No shift — both series at their actual dates.
3,103 overlapping points at this shift
Baseline
-19%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-19%
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
264
A: 264 / B: 0
Series A
1Y Treasury Yield
DGS1
FRED · 16,111 raw → 3,367 prepared
Series B
Continued Jobless Claims
CCSA
FRED · 3,103 raw → 3,103 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
58
Estimated crossover points between normalized spreads.
Slope
-88219.5383
Linear regression slope.
Intercept
3164548.4435
Linear regression intercept.
Saved 3 months ago · ID: fred-ccsa_fred-dgs1_weekly_5y