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Correlation
of values
-19%
In sync
of periods
51%
History
weeksweeks · through 2026-35
1,235
These move in the same direction about 51% of the time
Their swing sizes only faintly mirror each other (~4% 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)
51%
Headline metric
Movement correlation(i)
-19%
Based on values
95% CI
-24% → -14%
Pipeline
Pipeline Summary
1,235 paired data points survived the weekly window.
Raw input
3,113
5,924
Normalized
3,113
5,924
Prepared
3,113
1,236
Aligned
1,235
1,235
Invalid removed
Likely range of correlation
R²(i)
4%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points(i)
1,235
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: -12 to 12 weeks.
Selected shift
No shift
Correlation at this shift
-19%
No shift — both series at their actual dates.
1,235 overlapping points at this shift
Baseline
-19%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-19%
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
1,879
A: 1878 / B: 1
Series A
Initial Jobless Claims
ICSA
FRED · 3,113 raw → 3,113 prepared
Series B
10Y Real Yield
DFII10
FRED · 5,924 raw → 1,236 prepared
Sign agreement
83.8%
How often both values share the same sign.
Zero crossings
45
Estimated crossover points between normalized spreads.
Slope
-0.0000
Linear regression slope.
Intercept
1.1974
Linear regression intercept.
Saved 4 months ago · ID: fred-dfii10_fred-icsa_weekly_5y