SeriesMagCorrOverlapThrough
These move together about 93% of the time
Very strong positive
Strong enough to use as a signal — read the stability and regime notes below before relying on it.
US GDP
GDP
Real Personal Consumption
PCEC96
Time Series
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
+99%
No shift — both series at their actual dates.
77 overlapping points at this shift
Time series with Real Personal Consumption at original dates
Indexed to 100 at start
Deep Dive
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
+83%
67 periods · Return correlation when both series rose
Both Falling
N/A
4 periods · Return correlation when both series fell
Diverging
-64%
5 periods · Return correlation when series moved apart
Corr
+99%
Pearson correlation
95% CI
+98% → +99%
Likely range
R²
97.9%
Variance explained
Trend agreement
93.4%
Same-direction moves
Significance
p < 0.001
Statistical confidence
Data points
77
Thin
Pipeline
Pipeline Summary
77 paired data points survived the daily window.
Raw input
317
231
Normalized
317
231
Prepared
317
231
Aligned
77
77
Invalid removed
Explore
The strongest positive and inverse pairs we’ve saved for each side of this comparison — good jumping-off points if this result raised a question.
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
394
A: 240 / B: 154
Series A
GDP
FRED · 317 raw → 317 prepared
Series B
PCEC96
FRED · 231 raw → 231 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
0.3353
Linear regression slope.
Intercept
6394.3396
Linear regression intercept.
Saved 2 days ago · ID: fred:gdp|fred:pcec96|5Y
PCEC96
Real Personal Consumption
Strongest positive