SeriesMagCorrSyncOverlapThrough
Correlation
+98%
of values
In sync
85%
of periods
History
269
days · through 2026-01-01
These move in the same direction about 85% of the time
When one swings, the other almost always swings by a closely matched amount (~97% of the pattern is shared).
Strong enough to use as a signal — check the stability and regime notes below before relying on it.
Time Series
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Unusual right now
Recently looser than usual — the pair is behaving differently than its long-run pattern.
Rock solid
The relationship barely changes from period to period — treat it as a reliable signal.
Advanced
Statistics
In sync(i)
85.1%
Headline metric
Movement correlation(i)
+98%
Based on values
95% CI
+98% → +99%
Pipeline
Pipeline Summary
269 paired data points survived the daily window.
Raw input
807
317
Normalized
807
317
Prepared
807
317
Aligned
269
269
Invalid removed
Explore
Likely range of correlation
R²(i)
97.0%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
269
Robust
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: -6 to 6 days.
Selected shift
No shift
Correlation at this shift
+98%
No shift — both series at their actual dates.
269 overlapping points at this shift
Baseline
+98%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+98%
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.
Do They Crash Together?
How these series behave when markets are rising, falling, or diverging. A correlation that holds in drawdowns is very different from one that only works in rallies.
Both Rising
+39%
210 periods · Return correlation when both series rose
Both Falling
N/A
1 periods · Return correlation when both series fell
Diverging
-50%
38 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
586
A: 538 / B: 48
Series A
Real Disposable Income
DSPIC96
FRED · 807 raw → 807 prepared
Series B
Gross Domestic Product: Implicit Price Deflator
GDPDEF
FRED · 317 raw → 317 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
0.0071
Linear regression slope.
Intercept
0.2894
Linear regression intercept.
Saved 2 days ago · ID: fred-dspic96_fred-gdpdef_5y
Explore
Top 5 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.