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Correlation
of values
+85%
In sync
of periods
—
History
monthsmonths · through 2025-10
80
These move together
When one swings, the other almost always swings by a closely matched amount (~73% 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)
+85%
Based on values
95% CI
+78% → +90%
Pipeline
Pipeline Summary
80 paired data points survived the monthly window.
Raw input
240
5,107
Normalized
240
5,107
Prepared
240
245
Aligned
80
80
Invalid removed
Likely range of correlation
R²(i)
72.9%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
80
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
+85%
No shift — both series at their actual dates.
80 overlapping points at this shift
Baseline
+85%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+85%
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
325
A: 160 / B: 165
Series A
Federal Debt
GFDEBTN
FRED · 240 raw → 240 prepared
Series B
US Dollar Index
DTWEXBGS
FRED · 5,107 raw → 245 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
0.0000
Linear regression slope.
Intercept
80.5442
Linear regression intercept.
Saved 3 weeks ago · ID: fred-dtwexbgs_fred-gfdebtn_monthly_5y