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Correlation
of values
+30%
In sync
of periods
57%
History
weeksweeks · through 2026-36
1,236
These move in the same direction about 57% of the time
Their swing sizes only faintly line up (~9% of the pattern is shared).
A faint pattern — interesting as colour, not strong enough to act on alone.
Both lines start at the same point — easy to compare when growth rates are similar.
Advanced
Statistics
In sync(i)
57%
Headline metric
Movement correlation(i)
+30%
Based on values
95% CI
+25% → +35%
Pipeline
Pipeline Summary
1,236 paired data points survived the weekly window.
Raw input
5,925
1,828
Normalized
5,925
1,828
Prepared
1,237
1,828
Aligned
1,236
1,236
Invalid removed
Likely range of correlation
R²(i)
9%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points(i)
1,236
Deep
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: -12 to 12 weeks.
Selected shift
No shift
Correlation at this shift
+30%
No shift — both series at their actual dates.
1,236 overlapping points at this shift
Baseline
+30%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+30%
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
593
A: 1 / B: 592
Series A
5-Year, 5-Year Forward Inflation Expectation Rate
T5YIFR
FRED · 5,925 raw → 1,237 prepared
Series B
15Y Mortgage Rate
MORTGAGE15US
FRED · 1,828 raw → 1,828 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
8
Estimated crossover points between normalized spreads.
Slope
1.2057
Linear regression slope.
Intercept
1.6395
Linear regression intercept.
Saved 4 months ago · ID: fred-mortgage15us_fred-t5yifr_weekly_5y