SeriesMagCorrSyncOverlapThrough
Correlation
+58%
of values
In sync
44%
of periods
History
181
weeks · through 2026-01
These move in the same direction about 44% of the time
Their swing sizes loosely line up (~34% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
Time Series
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Slipping looser
The recent pattern is looser than its long-run baseline — keep an eye on whether this sticks.
Holds in both up and down markets
The relationship is similar whether prices are rising or falling — reliable in both directions.
Flips between sync and inverse
Sometimes the two move together, sometimes opposite. Don't treat this as a stable signal.
Advanced
Statistics
In sync(i)
44.3%
Headline metric
Movement correlation(i)
+58%
Based on values
95% CI
+47% → +67%
Likely range of correlation
Pipeline
Pipeline Summary
181 paired data points survived the weekly window.
Raw input
317
11,289
Normalized
317
11,289
Prepared
317
2,364
Aligned
181
181
Invalid removed
Explore
Top 5 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.
R²(i)
33.5%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
181
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: -12 to 12 weeks.
Selected shift
No shift
Correlation at this shift
+58%
No shift — both series at their actual dates.
181 overlapping points at this shift
Baseline
+58%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+58%
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.
Do They Crash Together?
How these series behave when markets are rising, falling, or diverging. A correlation that holds in drawdowns is very different from one that only works in rallies.
Both Rising
+5%
63 periods · Return correlation when both series rose
Both Falling
-8%
14 periods · Return correlation when both series fell
Diverging
-39%
103 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
2,319
A: 136 / B: 2183
Series A
Real gross domestic product per capita
A939RX0Q048SBEA
FRED · 317 raw → 317 prepared
Series B
USD/THB Exchange Rate
DEXTHUS
FRED · 11,289 raw → 2,364 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
0.0003
Linear regression slope.
Intercept
14.5711
Linear regression intercept.
Saved yesterday · ID: fred-a939rx0q048sbea_fred-dexthus_5y