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Correlation
of values
+40%
In sync
of periods
—
History
monthsmonths · through 2026-01
165
These move together
Their swing sizes only faintly line up (~16% 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)
+40%
Based on values
95% CI
+26% → +52%
Pipeline
Pipeline Summary
165 paired data points survived the monthly window.
Raw input
317
15,133
Normalized
317
15,133
Prepared
317
498
Aligned
165
165
Invalid removed
Likely range of correlation
R²(i)
15.7%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
165
Usable
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
+40%
No shift — both series at their actual dates.
165 overlapping points at this shift
Baseline
+40%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+40%
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
485
A: 152 / B: 333
Series A
Gross Domestic Product: Implicit Price Deflator
GDPDEF
FRED · 317 raw → 317 prepared
Series B
US Economic Policy Uncertainty
USEPUINDXD
FRED · 15,133 raw → 498 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
52
Estimated crossover points between normalized spreads.
Slope
1.4294
Linear regression slope.
Intercept
0.7957
Linear regression intercept.
Saved last month · ID: fred-gdpdef_fred-usepuindxd_monthly_5y