CorrlensCorrlens
Correlate

Correlation Analysis

South Korean Won to U.S. Dollar Spot Exchange Rate vs Consumer Price Indices (CPIs, HICPs), COICOP 1999: Consumer Price Index: Total for Korea

DEXKOUS vs KORCPIALLMINMEI

+0.754

Strong positive

When one moves up, the other tends to follow.

Apr 1, 1981 — Nov 1, 2023Monthly512 observationsFREDFRED

AI Analysis

The strong correlation between Series A (DEXKOUS) and Series B (KORCPIALLMINMEI) suggests that they tend to move together, indicating that trends in one series can provide insights into the other. With nearly half of the periods showing aligned movements, investors might use this relationship to inform their strategies, especially since the two series are in sync, meaning changes in one are likely to precede changes in the other without a significant timing lag. However, it’s important to note that while the correlation is robust, it does not imply causation, and external factors could influence both series independently.

Timing Offset

in sync

DEXKOUS and KORCPIALLMINMEI tend to move at the same time.

-6-5-4-3-2-10+1+2+3+4+5+6

Correlation at each lag offset (periods). Peak marked with dot.

Peak correlation at offset: +0.773 (13 lags scanned)

R-Squared

59.8%

Share of variance in one series explained by the other.

Trend Agreement

48.6%

How often both series moved in the same direction period-to-period.

Overlap Quality

512

Robust shared window — 512 usable pairs.

Significance

p < 0.001

95% CI: [0.596, 0.879] (approximate)

Time Series

Rebased to 100

Green: DEXKOUSGray: KORCPIALLMINMEI36 of 512 points (sampled)

Scatter

XY Regression

6168001,0001,2001,4001,44918.420406080100120126.3South Korean Won to U.S. Dollar Spot Exchange RateConsumer Price Indices (CPIs, HICPs), COICOP 1999: Consumer Price Index: Total for KoreaData pointsFit (r = 0.754)

Pipeline

Data quality details

Pipeline Summary

512 paired observations survived the monthly window.

Raw input

11,236

767

Normalized

11,236

767

Prepared

540

767

Aligned

512

512

Invalid removed

0

A: 0 / B: 0

Duplicates removed

0

A: 0 / B: 0

Alignment drops

283

A: 28 / B: 255

Series A

DEXKOUS

South Korean Won to U.S. Dollar Spot Exchange Rate

FRED · 11,236 raw → 540 prepared

Series B

KORCPIALLMINMEI

Consumer Price Indices (CPIs, HICPs), COICOP 1999: Consumer Price Index: Total for Korea

FRED · 767 raw → 767 prepared

Sign agreement

100.0%

How often both values share the same sign.

Zero crossings

3

Estimated crossover points between normalized spreads.

Slope

0.1030

Linear regression slope.

Intercept

-33.6796

Linear regression intercept.

Saved 13 hours ago · ID: fred-dexkous-vs-fred-korcpiallminmei-monthly-20260406-mqrtuy