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Correlation
of values
+48%
In sync
of periods
46%
History
monthsmonths · through 2026-06
545
These move in the same direction about 46% of the time
Their swing sizes loosely line up (~23% 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)
46%
Headline metric
Movement correlation(i)
+48%
Based on values
95% CI
+41% → +54%
Pipeline
Pipeline Summary
545 paired data points survived the monthly window.
Raw input
953
11,351
Normalized
953
11,351
Prepared
953
547
Aligned
545
545
Invalid removed
Likely range of correlation
R²(i)
23%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points(i)
545
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
+48%
No shift — both series at their actual dates.
545 overlapping points at this shift
Baseline
+48%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+48%
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
-21%
20 periods · Return correlation when both series rose
Both Falling
N/A
2 periods · Return correlation when both series fell
Diverging
-55%
37 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
410
A: 408 / B: 2
Series A
US CPI
CPIAUCSL
FRED · 953 raw → 953 prepared
Series B
USD/THB Exchange Rate
DEXTHUS
FRED · 11,351 raw → 547 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
0.0462
Linear regression slope.
Intercept
22.7552
Linear regression intercept.
Saved 3 months ago · ID: fred-cpiaucsl_fred-dexthus_monthly_5y