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Correlation
of values
+30%
In sync
of periods
52%
History
monthsmonths · through 2026-06
498
These move in the same direction about 52% of the time
Their swing sizes only faintly line up (~9% 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.
What to Watch
Holds in both up and down markets
The relationship is similar whether prices are rising or falling — reliable in both directions.
Advanced
Statistics
In sync(i)
52%
Headline metric
Movement correlation(i)
+30%
Based on values
95% CI
+22% → +38%
Likely range of correlation
Pipeline
Pipeline Summary
498 paired data points survived the monthly window.
Raw input
810
15,186
Normalized
810
15,186
Prepared
810
499
Aligned
498
498
Invalid removed
R²(i)
9%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points(i)
498
Robust
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: -18 to 18 months.
Selected shift
No shift
Correlation at this shift
+30%
No shift — both series at their actual dates.
498 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.
Do They Crash Together?
How these series behave when markets are rising, falling, or diverging. A correlation that holds in drawdowns is very different from one that only works in rallies.
Both Rising
-8%
15 periods · Return correlation when both series rose
Both Falling
+18%
19 periods · Return correlation when both series fell
Diverging
-27%
42 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
313
A: 312 / B: 1
Series A
Personal Savings Rate
PSAVERT
FRED · 810 raw → 810 prepared
Series B
US Economic Policy Uncertainty
USEPUINDXD
FRED · 15,186 raw → 499 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
82
Estimated crossover points between normalized spreads.
Slope
8.0791
Linear regression slope.
Intercept
67.8726
Linear regression intercept.
Saved 3 months ago · ID: fred-psavert_fred-usepuindxd_monthly_5y