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Correlation
of values
-30%
In sync
of periods
—
History
monthsmonths · through 2025-10
92
These move together
Their swing sizes only faintly mirror each other (~9% 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)
-30%
Based on values
95% CI
-48% → -10%
Pipeline
Pipeline Summary
92 paired data points survived the monthly window.
Raw input
5,861
240
Normalized
5,861
240
Prepared
282
240
Aligned
92
92
Invalid removed
Likely range of correlation
R²(i)
9.1%
Variance explained
Significance
p < 0.01
Statistical confidence
Data points
92
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
-30%
No shift — both series at their actual dates.
92 overlapping points at this shift
Baseline
-30%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-30%
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
338
A: 190 / B: 148
Series A
10Y Real Yield
DFII10
FRED · 5,861 raw → 282 prepared
Series B
Federal Debt
GFDEBTN
FRED · 240 raw → 240 prepared
Sign agreement
83.7%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
-2691431.7712
Linear regression slope.
Intercept
21452123.1944
Linear regression intercept.
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