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Correlation
of values
-89%
In sync
of periods
—
History
monthsmonths · through 2024-01
47
These move together
When one swings, the other almost always swings by a closely matched amount in the opposite direction (~80% 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)
-89%
Based on values
95% CI
-94% → -82%
Pipeline
Pipeline Summary
47 paired data points survived the monthly window.
Raw input
12,322
51
Normalized
12,322
51
Prepared
593
51
Aligned
47
47
Invalid removed
Likely range of correlation
R²(i)
80.0%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
47
Thin
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
-89%
No shift — both series at their actual dates.
47 overlapping points at this shift
Baseline
-89%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-89%
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
550
A: 546 / B: 4
Series A
30Y Treasury Yield
DGS30
FRED · 12,322 raw → 593 prepared
Series B
Real Median Personal Income in the United States
MEPAINUSA672N
FRED · 51 raw → 51 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
-1531.2133
Linear regression slope.
Intercept
44374.4474
Linear regression intercept.
Saved last month · ID: fred-dgs30_fred-mepainusa672n_monthly_5y