"Figure 5: Detrended cross-correlation coefficients between MBS three-month on three-month a year ago diffusion indices and PMIs","" "UK","" "","" "Notes","" "Unit","Correlation coefficient" "","" "Window Size","Construction PMI and 3MoY DI","GDP PMI and 3MoY DI","Manufacturing PMI and 3MoY DI","Services PMI and 3MoY DI","95 % Confidence Interval Upper" "4","0.240288124","0.165737964","0.104414256","0.100676371","0.246437268" "5","0.331644839","0.233751103","0.200599206","0.130750894","0.25443948" "6","0.398623063","0.295117746","0.281324848","0.162494599","0.263465328" "7","0.442407363","0.364702442","0.358860666","0.215350877","0.272956928" "8","0.479484187","0.433757494","0.429731027","0.275794074","0.282611228" "9","0.516866208","0.492480566","0.488436753","0.33441333","0.292432729" "10","0.555620685","0.542723311","0.541513326","0.391100901","0.302335358" "11","0.595640946","0.585427364","0.589364931","0.445063886","0.312288378" "12","0.633109777","0.619915218","0.633349832","0.492787767","0.322358986" "13","0.667964124","0.648412177","0.672037242","0.535192354","0.332446548" "14","0.699468204","0.672233155","0.70494044","0.572720281","0.342482431" "15","0.727964621","0.692576091","0.73291094","0.606169797","0.352415891" "16","0.753706705","0.710254541","0.757021533","0.636011936","0.362190768"