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Correlation
of values
-81%
In sync
of periods
47%
History
monthsmonths · through 2026-01
221
These move in the same direction about 47% of the time
When one swings, the other often swings by a similar amount in the opposite direction (~65% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
On a log scale so equal % moves take equal vertical space — best when one series has grown much faster than the other.
What to Watch
Real gross domestic product per capita moves ~16 months before USD/CHF Exchange Rate
Watch Real gross domestic product per capita for an early read on USD/CHF Exchange Rate.
Advanced
Statistics
In sync(i)
47.3%
Headline metric
Movement correlation(i)
-81%
Based on values
95% CI
-85% → -75%
Pipeline
Pipeline Summary
221 paired data points survived the monthly window.
Raw input
317
13,885
Normalized
317
13,885
Prepared
317
665
Aligned
221
221
Invalid removed
Likely range of correlation
R²(i)
65.0%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
221
Usable
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: -18 to 18 months.
Selected shift
+16 months
Correlation at this shift
-86%
+6% stronger than no-shift baseline
USD/CHF Exchange Rate shifted 16 months earlier. Reads: "Does Real gross domestic product per capita today line up with USD/CHF Exchange Rate 16 months from now?"
205 overlapping points at this shift
Baseline
-81%
No-shift correlation, matching the main time-series chart above.
Peak shift
+16 months
-86%
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
540
A: 96 / B: 444
Series A
Real gross domestic product per capita
A939RX0Q048SBEA
FRED · 317 raw → 317 prepared
Series B
USD/CHF Exchange Rate
DEXSZUS
FRED · 13,885 raw → 665 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
-0.0000
Linear regression slope.
Intercept
3.7745
Linear regression intercept.
Saved 2 weeks ago · ID: fred-a939rx0q048sbea_fred-dexszus_monthly_5y