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Correlation
of values
-65%
In sync
of periods
53%
History
weeksweeks · through 2026-36
1,875
These move in the same direction about 53% of the time
When one swings, the other often swings by a similar amount in the opposite direction (~42% 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)
53%
Headline metric
Movement correlation(i)
-65%
Based on values
95% CI
-67% → -62%
Pipeline
Pipeline Summary
1,875 paired data points survived the weekly window.
Raw input
16,155
1,875
Normalized
16,155
1,875
Prepared
3,375
1,875
Aligned
1,875
1,875
Invalid removed
Likely range of correlation
R²(i)
42%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points(i)
1,875
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
-65%
No shift — both series at their actual dates.
1,875 overlapping points at this shift
Baseline
-65%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-65%
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
1,500
A: 1500 / B: 0
Series A
10Y Treasury Yield
DGS10
FRED · 16,155 raw → 3,375 prepared
Series B
US Gas Price
GASREGW
FRED · 1,875 raw → 1,875 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
15
Estimated crossover points between normalized spreads.
Slope
-0.3402
Linear regression slope.
Intercept
3.6972
Linear regression intercept.
Saved 4 months ago · ID: fred-dgs10_fred-gasregw_weekly_5y