Correlation Analysis
International Merchandise Trade Statistics: Exports: Commodities for Canada vs International Merchandise Trade Statistics: Imports: Commodities for Canada
XTEXVA01CAM667S vs XTIMVA01CAM667S
+0.996
Very strong positive
When one moves up, the other tends to follow.
AI Analysis
The exceptionally high correlation between Series A and Series B suggests that these two economic indicators move closely together, indicating a strong relationship in their underlying trends. This alignment is particularly useful for investors and economists, as it implies that changes in one series are likely to signal similar movements in the other, enhancing predictive power. However, while the timing is synchronized, it's essential to consider external factors that might influence these series independently, so relying solely on this correlation for investment decisions should be approached with caution.
Timing Offset
in sync
XTEXVA01CAM667S and XTIMVA01CAM667S tend to move at the same time.
Correlation at each lag offset (periods). Peak marked with dot.
Peak correlation at offset: +0.996 (13 lags scanned)
R-Squared
99.3%
Share of variance in one series explained by the other.
Trend Agreement
82.9%
How often both series moved in the same direction period-to-period.
Overlap Quality
828
Deep shared window — 828 usable pairs.
Time Series
Rebased to 100
Scatter
XY Regression
Pipeline
Data quality details
Pipeline
Data quality details
Pipeline Summary
828 paired observations survived the daily window.
Raw input
828
828
Normalized
828
828
Prepared
828
828
Aligned
828
828
Invalid removed
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
0
A: 0 / B: 0
Series A
XTEXVA01CAM667S
International Merchandise Trade Statistics: Exports: Commodities for Canada
FRED · 828 raw → 828 prepared
Series B
XTIMVA01CAM667S
International Merchandise Trade Statistics: Imports: Commodities for Canada
FRED · 828 raw → 828 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
8
Estimated crossover points between normalized spreads.
Slope
0.9830
Linear regression slope.
Intercept
-513480459.1864
Linear regression intercept.
Saved 10 hours ago · ID: fred-xtexva01cam667s-vs-fred-xtimva01cam667s-daily-20260406-5tj4w0