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Correlation
of values
+29%
In sync
of periods
63%
History
daysdays · through 2026-08-31
5,915
These move in the same direction about 63% of the time
Their swing sizes only faintly line up (~8% 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.
Advanced
Statistics
In sync(i)
63%
Headline metric
Movement correlation(i)
+29%
Based on values
95% CI
+26% → +31%
Pipeline
Pipeline Summary
5,915 paired data points survived the daily window.
Raw input
5,921
10,202
Normalized
5,921
10,202
Prepared
5,921
10,202
Aligned
5,915
5,915
Invalid removed
Likely range of correlation
R²(i)
8%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points(i)
5,915
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: -6 to 6 days.
Selected shift
No shift
Correlation at this shift
+29%
No shift — both series at their actual dates.
5,915 overlapping points at this shift
Baseline
+29%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+29%
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
4,293
A: 6 / B: 4287
Series A
5-Year, 5-Year Forward Inflation Expectation Rate
T5YIFR
FRED · 5,921 raw → 5,921 prepared
Series B
Baa Corporate Bond Yield
DBAA
FRED · 10,202 raw → 10,202 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
68
Estimated crossover points between normalized spreads.
Slope
0.9811
Linear regression slope.
Intercept
3.3093
Linear regression intercept.
Saved 4 months ago · ID: fred-dbaa_fred-t5yifr_daily_5y