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Correlation
of values
+59%
In sync
of periods
54%
History
weeksweeks · through 2026-26
2,895
These move in the same direction about 54% of the time
Their swing sizes loosely line up (~34% 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)
54%
Headline metric
Movement correlation(i)
+59%
Based on values
95% CI
N/A
Pipeline
Pipeline Summary
2,895 paired data points survived the weekly window.
Raw input
16,111
2,895
Normalized
16,111
2,895
Prepared
3,367
2,895
Aligned
2,895
2,895
Invalid removed
Likely range
R²(i)
34%
Variance explained
Significance
N/A
Statistical confidence
Data points(i)
2,895
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
+59%
No shift — both series at their actual dates.
2,895 overlapping points at this shift
Baseline
+59%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+59%
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
472
A: 472 / B: 0
Series A
1Y Treasury Yield
DGS1
FRED · 16,111 raw → 3,367 prepared
Series B
Chicago Financial Conditions
NFCI
FRED · 2,895 raw → 2,895 prepared
Sign agreement
29.3%
How often both values share the same sign.
Zero crossings
38
Estimated crossover points between normalized spreads.
Slope
0.1643
Linear regression slope.
Intercept
-0.8006
Linear regression intercept.
Saved 3 months ago · ID: fred-dgs1_fred-nfci_weekly_5y