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Correlation
of values
-38%
In sync
of periods
55%
History
weeksweeks · through 2026-36
2,623
These move in the same direction about 55% of the time
Their swing sizes only faintly mirror each other (~15% 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)
55%
Headline metric
Movement correlation(i)
-38%
Based on values
95% CI
-41% → -35%
Pipeline
Pipeline Summary
2,623 paired data points survived the weekly window.
Raw input
12,564
2,893
Normalized
12,564
2,893
Prepared
2,624
2,893
Aligned
2,623
2,623
Invalid removed
Likely range of correlation
R²(i)
15%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points(i)
2,623
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
-38%
No shift — both series at their actual dates.
2,623 overlapping points at this shift
Baseline
-38%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-38%
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
271
A: 1 / B: 270
Series A
10Y-2Y Yield Spread
T10Y2Y
FRED · 12,564 raw → 2,624 prepared
Series B
30Y Mortgage Rate
MORTGAGE30US
FRED · 2,893 raw → 2,893 prepared
Sign agreement
83.6%
How often both values share the same sign.
Zero crossings
17
Estimated crossover points between normalized spreads.
Slope
-1.3938
Linear regression slope.
Intercept
8.7935
Linear regression intercept.
Saved 4 months ago · ID: fred-mortgage30us_fred-t10y2y_weekly_5y