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Correlation
of values
+58%
In sync
of periods
—
History
monthsmonths · through 2024-01
63
These move together
Their swing sizes loosely line up (~33% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
Both lines start at the same point — easy to compare when growth rates are similar.
Advanced
Statistics
In sync(i)
N/A
Headline metric
Movement correlation(i)
+58%
Based on values
95% CI
+38% → +72%
Pipeline
Pipeline Summary
63 paired data points survived the monthly window.
Raw input
65
16,092
Normalized
65
16,092
Prepared
65
774
Aligned
63
63
Invalid removed
Likely range of correlation
R²(i)
33.2%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
63
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
+58%
No shift — both series at their actual dates.
63 overlapping points at this shift
Baseline
+58%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+58%
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
713
A: 2 / B: 711
Series A
Inflation, consumer prices
FPCPITOTLZGUSA
FRED · 65 raw → 65 prepared
Series B
5Y Treasury Yield
DGS5
FRED · 16,092 raw → 774 prepared
Sign agreement
98.4%
How often both values share the same sign.
Zero crossings
11
Estimated crossover points between normalized spreads.
Slope
0.6498
Linear regression slope.
Intercept
2.9350
Linear regression intercept.
Saved last month · ID: fred-dgs5_fred-fpcpitotlzgusa_monthly_5y