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Correlation
of values
+72%
In sync
of periods
—
History
monthsmonths · through 2026-04
33
These move together
When one swings, the other often swings by a similar amount (~51% 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)
+72%
Based on values
95% CI
+49% → +85%
Pipeline
Pipeline Summary
33 paired data points survived the monthly window.
Raw input
318
2,110
Normalized
318
2,110
Prepared
318
102
Aligned
33
33
Invalid removed
Likely range of correlation
R²(i)
51%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points(i)
33
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
+72%
No shift — both series at their actual dates.
33 overlapping points at this shift
Baseline
+72%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+72%
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
354
A: 285 / B: 69
Series A
US GDP
GDP
FRED · 318 raw → 318 prepared
Series B
Secured Overnight Financing Rate
SOFR
FRED · 2,110 raw → 102 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
0.0004
Linear regression slope.
Intercept
-6.5529
Linear regression intercept.
Saved 4 months ago · ID: fred-gdp_fred-sofr_monthly_5y