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Correlation
of values
+33%
In sync
of periods
58%
History
weeksweeks · through 2026-27
1,227
These move in the same direction about 58% of the time
Their swing sizes only faintly line up (~11% of the pattern is shared).
A real but noisy link — useful as context, risky as a standalone signal.
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)
58%
Headline metric
Movement correlation(i)
+33%
Based on values
95% CI
N/A
Pipeline
Pipeline Summary
1,227 paired data points survived the weekly window.
Raw input
2,884
5,881
Normalized
2,884
5,881
Prepared
2,884
1,228
Aligned
1,227
1,227
Invalid removed
Likely range
R²(i)
11%
Variance explained
Significance
N/A
Statistical confidence
Data points(i)
1,227
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
+33%
No shift — both series at their actual dates.
1,227 overlapping points at this shift
Baseline
+33%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+33%
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
1,658
A: 1657 / B: 1
Series A
30Y Mortgage Rate
MORTGAGE30US
FRED · 2,884 raw → 2,884 prepared
Series B
5-Year, 5-Year Forward Inflation Expectation Rate
T5YIFR
FRED · 5,881 raw → 1,228 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
10
Estimated crossover points between normalized spreads.
Slope
0.0855
Linear regression slope.
Intercept
1.8244
Linear regression intercept.
Saved 3 months ago · ID: fred-mortgage30us_fred-t5yifr_weekly_5y