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Correlation
of values
+78%
In sync
of periods
52%
History
monthsmonths · through 2026-07
543
These move in the same direction about 52% of the time
When one swings, the other often swings by a similar amount (~61% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
Both lines start at the same point — easy to compare when growth rates are similar.
Advanced
Statistics
In sync(i)
52%
Headline metric
Movement correlation(i)
+78%
Based on values
95% CI
+75% → +81%
Pipeline
Pipeline Summary
543 paired data points survived the monthly window.
Raw input
954
11,343
Normalized
954
11,343
Prepared
954
545
Aligned
543
543
Invalid removed
Likely range of correlation
R²(i)
61%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points(i)
543
Robust
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
No shift
Correlation at this shift
+78%
No shift — both series at their actual dates.
543 overlapping points at this shift
Baseline
+78%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+78%
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
+51%
27 periods · Return correlation when both series rose
Both Falling
N/A
2 periods · Return correlation when both series fell
Diverging
-61%
32 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
413
A: 411 / B: 2
Series A
US CPI
CPIAUCSL
FRED · 954 raw → 954 prepared
Series B
USD/KRW Exchange Rate
DEXKOUS
FRED · 11,343 raw → 545 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
17
Estimated crossover points between normalized spreads.
Slope
2.7418
Linear regression slope.
Intercept
507.6148
Linear regression intercept.
Saved 4 months ago · ID: fred-cpiaucsl_fred-dexkous_monthly_5y