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Correlation
of values
-69%
In sync
of periods
—
History
monthsmonths · through 2026-04
200
These move together
When one swings, the other often swings by a similar amount in the opposite direction (~48% 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)
-69%
Based on values
95% CI
-76% → -61%
Pipeline
Pipeline Summary
200 paired data points survived the monthly window.
Raw input
12,559
254
Normalized
12,559
254
Prepared
603
254
Aligned
200
200
Invalid removed
Likely range of correlation
R²(i)
48%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points(i)
200
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
-69%
No shift — both series at their actual dates.
200 overlapping points at this shift
Baseline
-69%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-69%
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
457
A: 403 / B: 54
Series A
2Y Treasury Yield
DGS2
FRED · 12,559 raw → 603 prepared
Series B
Median Home Price
MSPUS
FRED · 254 raw → 254 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
-21031.5965
Linear regression slope.
Intercept
302879.4939
Linear regression intercept.
Saved 4 months ago · ID: fred-dgs2_fred-mspus_monthly_5y