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Correlation
of values
+27%
In sync
of periods
44%
History
weeksweeks · through 2026-22
1,692
These move in the same direction about 44% of the time
Their swing sizes only faintly line up (~8% 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)
43.6%
Headline metric
Movement correlation(i)
+27%
Based on values
95% CI
+23% → +32%
Pipeline
Pipeline Summary
1,692 paired data points survived the weekly window.
Raw input
11,110
1,692
Normalized
11,110
1,692
Prepared
2,319
1,692
Aligned
1,692
1,692
Invalid removed
Likely range of correlation
R²(i)
7.5%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
1,692
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
+27%
No shift — both series at their actual dates.
1,692 overlapping points at this shift
Baseline
+27%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+27%
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
627
A: 627 / B: 0
Series A
10Y-3M Yield Spread
T10Y3M
FRED · 11,110 raw → 2,319 prepared
Series B
St. Louis Financial Stress Index
STLFSI4
FRED · 1,692 raw → 1,692 prepared
Sign agreement
44.5%
How often both values share the same sign.
Zero crossings
88
Estimated crossover points between normalized spreads.
Slope
0.2182
Linear regression slope.
Intercept
-0.2922
Linear regression intercept.
Saved last month · ID: fred-stlfsi4_fred-t10y3m_weekly_5y