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Correlation
of values
-73%
In sync
of periods
—
History
monthsmonths · through 2025-10
204
These move together
When one swings, the other often swings by a similar amount in the opposite direction (~53% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
On a log scale so equal % moves take equal vertical space — best when one series has grown much faster than the other.
Advanced
Statistics
In sync(i)
N/A
Headline metric
Movement correlation(i)
-73%
Based on values
95% CI
-79% → -65%
Pipeline
Pipeline Summary
204 paired data points survived the monthly window.
Raw input
16,081
204
Normalized
16,081
204
Prepared
773
204
Aligned
204
204
Invalid removed
Likely range of correlation
R²(i)
52.8%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
204
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
-73%
No shift — both series at their actual dates.
204 overlapping points at this shift
Baseline
-73%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-73%
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
569
A: 569 / B: 0
Series A
1Y Treasury Yield
DGS1
FRED · 16,081 raw → 773 prepared
Series B
South Korea Home Prices
QKRN628BIS
FRED · 204 raw → 204 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
-7.8299
Linear regression slope.
Intercept
113.1090
Linear regression intercept.
Saved 3 weeks ago · ID: fred-dgs1_fred-qkrn628bis_monthly_5y