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Correlation
of values
-43%
In sync
of periods
—
History
monthsmonths · through 2024-01
31
These move together
Their swing sizes loosely mirror each other (~19% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
Both lines start at the same point — easy to compare when growth rates are similar.
Advanced
Statistics
In sync(i)
N/A
Headline metric
Movement correlation(i)
-43%
Based on values
95% CI
-68% → -10%
Pipeline
Pipeline Summary
31 paired data points survived the monthly window.
Raw input
51
388
Normalized
51
388
Prepared
51
388
Aligned
31
31
Invalid removed
Likely range of correlation
R²(i)
18.9%
Variance explained
Significance
p < 0.05
Statistical confidence
Data points
31
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
-43%
No shift — both series at their actual dates.
31 overlapping points at this shift
Baseline
-43%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-43%
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
377
A: 20 / B: 357
Series A
Real Median Personal Income in the United States
MEPAINUSA672N
FRED · 51 raw → 51 prepared
Series B
U-6 Unemployment Rate
U6RATE
FRED · 388 raw → 388 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
3
Estimated crossover points between normalized spreads.
Slope
-0.0003
Linear regression slope.
Intercept
23.2439
Linear regression intercept.
Saved last month · ID: fred-mepainusa672n_fred-u6rate_monthly_5y