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Correlation
of values
+88%
In sync
of periods
51%
History
monthsmonths · through 2026-04
808
These move in the same direction about 51% of the time
When one swings, the other almost always swings by a closely matched amount (~77% 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.
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)
50.8%
Headline metric
Movement correlation(i)
+88%
Based on values
95% CI
+86% → +89%
Likely range of correlation
Pipeline
Pipeline Summary
808 paired data points survived the monthly window.
Raw input
808
880
Normalized
808
880
Prepared
808
880
Aligned
808
808
Invalid removed
R²(i)
77.2%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
808
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: -18 to 18 months.
Selected shift
No shift
Correlation at this shift
+88%
No shift — both series at their actual dates.
808 overlapping points at this shift
Baseline
+88%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+88%
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
+12%
9 periods · Return correlation when both series rose
Both Falling
-3%
5 periods · Return correlation when both series fell
Diverging
-57%
17 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
72
A: 0 / B: 72
Series A
Real Disposable Income
DSPIC96
FRED · 808 raw → 808 prepared
Series B
CPI: Used Cars & Trucks
CUSR0000SETA02
FRED · 880 raw → 880 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
0.0102
Linear regression slope.
Intercept
18.9533
Linear regression intercept.
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