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Correlation
of values
+46%
In sync
of periods
—
History
monthsmonths · through 2026-01
56
These move together
Their swing sizes loosely line up (~21% 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)
+46%
Based on values
95% CI
+23% → +65%
Pipeline
Pipeline Summary
56 paired data points survived the monthly window.
Raw input
317
3,258
Normalized
317
3,258
Prepared
317
179
Aligned
56
56
Invalid removed
Likely range of correlation
R²(i)
21.4%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
56
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
+46%
No shift — both series at their actual dates.
56 overlapping points at this shift
Baseline
+46%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+46%
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
384
A: 261 / B: 123
Series A
US GDP
GDP
FRED · 317 raw → 317 prepared
Series B
Overnight Reverse Repo
RRPONTSYD
FRED · 3,258 raw → 179 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
3
Estimated crossover points between normalized spreads.
Slope
0.0603
Linear regression slope.
Intercept
-939.3378
Linear regression intercept.
Saved last month · ID: fred-gdp_fred-rrpontsyd_monthly_5y