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Correlation
of values
+39%
In sync
of periods
55%
History
monthsmonths · through 2026-04
604
These move in the same direction about 55% of the time
Their swing sizes only faintly line up (~15% of the pattern is shared).
A faint pattern — interesting as colour, not strong enough to act on alone.
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Holds in both up and down markets
The relationship is similar whether prices are rising or falling — reliable in both directions.
Advanced
Statistics
In sync(i)
55.4%
Headline metric
Movement correlation(i)
+39%
Based on values
95% CI
+32% → +45%
Likely range of correlation
Pipeline
Pipeline Summary
604 paired data points survived the monthly window.
Raw input
808
605
Normalized
808
605
Prepared
808
605
Aligned
604
604
Invalid removed
R²(i)
15.0%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
604
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: -18 to 18 months.
Selected shift
No shift
Correlation at this shift
+39%
No shift — both series at their actual dates.
604 overlapping points at this shift
Baseline
+39%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+39%
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
+7%
24 periods · Return correlation when both series rose
Both Falling
+27%
13 periods · Return correlation when both series fell
Diverging
-52%
19 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
205
A: 204 / B: 1
Series A
Real Disposable Income
DSPIC96
FRED · 808 raw → 808 prepared
Series B
Total Vehicle Sales
TOTALSA
FRED · 605 raw → 605 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
3
Estimated crossover points between normalized spreads.
Slope
0.0002
Linear regression slope.
Intercept
12.9841
Linear regression intercept.
Saved last month · ID: fred-dspic96_fred-totalsa_monthly_5y