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Correlation
of values
+93%
In sync
of periods
—
History
monthsmonths · through 2025-10
156
These move together
When one swings, the other almost always swings by a closely matched amount (~86% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
Both lines start at the same point — easy to compare when growth rates are similar.
Advanced
Statistics
In sync(i)
N/A
Headline metric
Movement correlation(i)
+93%
Based on values
95% CI
+90% → +95%
Pipeline
Pipeline Summary
156 paired data points survived the monthly window.
Raw input
470
204
Normalized
470
204
Prepared
470
204
Aligned
156
156
Invalid removed
Likely range of correlation
R²(i)
86.4%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
156
Usable
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
+93%
No shift — both series at their actual dates.
156 overlapping points at this shift
Baseline
+93%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+93%
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
362
A: 314 / B: 48
Series A
Case-Shiller Home Price Index
CSUSHPINSA
FRED · 470 raw → 470 prepared
Series B
South Korea Home Prices
QKRN628BIS
FRED · 204 raw → 204 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
5
Estimated crossover points between normalized spreads.
Slope
0.3905
Linear regression slope.
Intercept
32.3152
Linear regression intercept.
Saved 3 weeks ago · ID: fred-csushpinsa_fred-qkrn628bis_monthly_5y