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Correlation
of values
+71%
In sync
of periods
—
History
monthsmonths · through 2026-04
33
These move together
When one swings, the other often swings by a similar amount (~50% 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)
+71%
Based on values
95% CI
+48% → +85%
Pipeline
Pipeline Summary
33 paired data points survived the monthly window.
Raw input
2,079
318
Normalized
2,079
318
Prepared
100
318
Aligned
33
33
Invalid removed
Likely range of correlation
R²(i)
50%
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
+71%
No shift — both series at their actual dates.
33 overlapping points at this shift
Baseline
+71%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+71%
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
352
A: 67 / B: 285
Series A
Secured Overnight Financing Rate
SOFR
FRED · 2,079 raw → 100 prepared
Series B
Gross Domestic Product: Implicit Price Deflator
GDPDEF
FRED · 318 raw → 318 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
3.7804
Linear regression slope.
Intercept
106.1228
Linear regression intercept.
Saved 3 months ago · ID: fred-gdpdef_fred-sofr_monthly_5y