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Correlation
of values
+94%
In sync
of periods
62%
History
monthsmonths · through 2026-03
471
These move in the same direction about 62% of the time
When one swings, the other almost always swings by a closely matched amount (~89% of the pattern is shared).
A real but noisy link — useful as context, risky as a standalone signal.
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Holds in both up and down markets
The relationship is similar whether prices are rising or falling — reliable in both directions.
Advanced
Statistics
In sync(i)
62.1%
Headline metric
Movement correlation(i)
+94%
Based on values
95% CI
+93% → +95%
Likely range of correlation
Pipeline
Pipeline Summary
471 paired data points survived the monthly window.
Raw input
808
471
Normalized
808
471
Prepared
808
471
Aligned
471
471
Invalid removed
R²(i)
89.2%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
471
Robust
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: -18 to 18 months.
Selected shift
No shift
Correlation at this shift
+94%
No shift — both series at their actual dates.
471 overlapping points at this shift
Baseline
+94%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+94%
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.
Do They Crash Together?
How these series behave when markets are rising, falling, or diverging. A correlation that holds in drawdowns is very different from one that only works in rallies.
Both Rising
+23%
45 periods · Return correlation when both series rose
Both Falling
-24%
8 periods · Return correlation when both series fell
Diverging
-57%
37 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
337
A: 337 / B: 0
Series A
Real Disposable Income
DSPIC96
FRED · 808 raw → 808 prepared
Series B
Case-Shiller Home Price Index
CSUSHPINSA
FRED · 471 raw → 471 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
0.0205
Linear regression slope.
Intercept
-86.7523
Linear regression intercept.
Saved last month · ID: fred-csushpinsa_fred-dspic96_monthly_5y