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Correlation
of values
+98%
In sync
of periods
—
History
monthsmonths · through 2026-01
137
These move together
When one swings, the other almost always swings by a closely matched amount (~95% 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)
+98%
Based on values
95% CI
N/A
Pipeline
Pipeline Summary
137 paired data points survived the monthly window.
Raw input
413
241
Normalized
413
241
Prepared
413
241
Aligned
137
137
Invalid removed
Likely range
R²(i)
95%
Variance explained
Significance
N/A
Statistical confidence
Data points(i)
137
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
+98%
No shift — both series at their actual dates.
137 overlapping points at this shift
Baseline
+98%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+98%
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
380
A: 276 / B: 104
Series A
Retail Sales
RSAFS
FRED · 413 raw → 413 prepared
Series B
Federal Debt
GFDEBTN
FRED · 241 raw → 241 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
62.8300
Linear regression slope.
Intercept
-9448375.4236
Linear regression intercept.
Saved 3 months ago · ID: fred-gfdebtn_fred-rsafs_monthly_5y