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Correlation
of values
+48%
In sync
of periods
—
History
monthsmonths · through 2024-01
18
These move together
Their swing sizes loosely line up (~23% 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)
+48%
Based on values
95% CI
+2% → +78%
Pipeline
Pipeline Summary
18 paired data points survived the monthly window.
Raw input
232
65
Normalized
232
65
Prepared
232
65
Aligned
18
18
Invalid removed
Likely range of correlation
R²(i)
23.4%
Variance explained
Significance
p < 0.05
Statistical confidence
Data points
18
Limited
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
+48%
No shift — both series at their actual dates.
18 overlapping points at this shift
Baseline
+48%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+48%
A non-zero peak suggests one series lines up better when shifted against the other.
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
261
A: 214 / B: 47
Series A
Real Personal Consumption
PCEC96
FRED · 232 raw → 232 prepared
Series B
Inflation, consumer prices
FPCPITOTLZGUSA
FRED · 65 raw → 65 prepared
Sign agreement
94.4%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
0.0006
Linear regression slope.
Intercept
-5.0101
Linear regression intercept.
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