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Correlation
of values
+56%
In sync
of periods
57%
History
weeksweeks · through 2026-35
2,892
These move in the same direction about 57% of the time
Their swing sizes loosely line up (~31% 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)
+56%
Based on values
95% CI
+53% → +58%
Pipeline
Pipeline Summary
2,892 paired data points survived the weekly window.
Raw input
2,893
2,904
Normalized
2,893
2,904
Prepared
2,893
2,904
Aligned
2,892
2,892
Invalid removed
Likely range of correlation
R²(i)
31%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points(i)
2,892
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
+56%
No shift — both series at their actual dates.
2,892 overlapping points at this shift
Baseline
+56%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+56%
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
13
A: 1 / B: 12
Series A
30Y Mortgage Rate
MORTGAGE30US
FRED · 2,893 raw → 2,893 prepared
Series B
Chicago Financial Conditions
NFCI
FRED · 2,904 raw → 2,904 prepared
Sign agreement
29.1%
How often both values share the same sign.
Zero crossings
16
Estimated crossover points between normalized spreads.
Slope
0.1758
Linear regression slope.
Intercept
-1.3539
Linear regression intercept.
Saved 4 months ago · ID: fred-mortgage30us_fred-nfci_weekly_5y