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Correlation
of values
-76%
In sync
of periods
—
History
monthsmonths · through 2025-10
240
These move together
When one swings, the other often swings by a similar amount in the opposite direction (~58% 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)
-76%
Based on values
95% CI
-81% → -70%
Pipeline
Pipeline Summary
240 paired data points survived the monthly window.
Raw input
16,092
240
Normalized
16,092
240
Prepared
774
240
Aligned
240
240
Invalid removed
Likely range of correlation
R²(i)
58.0%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
240
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
-76%
No shift — both series at their actual dates.
240 overlapping points at this shift
Baseline
-76%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-76%
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
534
A: 534 / B: 0
Series A
10Y Treasury Yield
DGS10
FRED · 16,092 raw → 774 prepared
Series B
Debt-to-GDP Ratio
GFDEGDQ188S
FRED · 240 raw → 240 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
5
Estimated crossover points between normalized spreads.
Slope
-7.4084
Linear regression slope.
Intercept
107.9803
Linear regression intercept.
Saved last month · ID: fred-dgs10_fred-gfdegdq188s_monthly_5y