Correlation Analysis
South Korean Won to U.S. Dollar Spot Exchange Rate vs Interest Rates: Long-Term Government Bond Yields: 10-Year: Main (Including Benchmark) for Korea
DEXKOUS vs IRLTLT01KRM156N
-0.044
Near-zero inverse
When one moves up, the other tends to move down.
AI Analysis
The weak negative correlation between Series A (DEXKOUS) and Series B (IRLTLT01KRM156N) suggests that, historically, when one series increases, the other tends to decrease slightly, with only a modest degree of alignment in their movements. The fact that Series B leads Series A by six periods indicates that changes in Series B can precede shifts in Series A, which may be useful for forecasting. However, the low overall correlation and limited trend agreement highlight that investors should be cautious in relying on this relationship for decision-making, as it may not signal a strong or consistent economic linkage.
Timing Offset
y leads x by 6 periods
IRLTLT01KRM156N tends to move before DEXKOUS.
Correlation at each lag offset (periods). Peak marked with dot.
Peak correlation at offset: -0.683 (13 lags scanned)
R-Squared
0.3%
Share of variance in one series explained by the other.
Trend Agreement
57.1%
How often both series moved in the same direction period-to-period.
Overlap Quality
305
Robust shared window — 305 usable pairs.
Time Series
Rebased to 100
Scatter
XY Regression
Pipeline
Data quality details
Pipeline
Data quality details
Pipeline Summary
305 paired observations survived the weekly window.
Raw input
11,236
305
Normalized
11,236
305
Prepared
2,346
305
Aligned
305
305
Invalid removed
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
2,041
A: 2041 / B: 0
Series A
DEXKOUS
South Korean Won to U.S. Dollar Spot Exchange Rate
FRED · 11,236 raw → 2,346 prepared
Series B
IRLTLT01KRM156N
Interest Rates: Long-Term Government Bond Yields: 10-Year: Main (Including Benchmark) for Korea
FRED · 305 raw → 305 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
7
Estimated crossover points between normalized spreads.
Slope
-0.0007
Linear regression slope.
Intercept
4.7529
Linear regression intercept.
Saved 10 hours ago · ID: fred-dexkous-vs-fred-irltlt01krm156n-weekly-20260406-4yumnu