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Correlation
of values
+75%
In sync
of periods
53%
History
monthsmonths · through 2026-07
643
These move in the same direction about 53% of the time
When one swings, the other often swings by a similar amount (~57% 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.
Advanced
Statistics
In sync(i)
53%
Headline metric
Movement correlation(i)
+75%
Based on values
95% CI
+72% → +78%
Pipeline
Pipeline Summary
643 paired data points survived the monthly window.
Raw input
883
13,102
Normalized
883
13,102
Prepared
883
645
Aligned
643
643
Invalid removed
Likely range of correlation
R²(i)
57%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points(i)
643
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
+75%
No shift — both series at their actual dates.
643 overlapping points at this shift
Baseline
+75%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+75%
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
+16%
19 periods · Return correlation when both series rose
Both Falling
N/A
4 periods · Return correlation when both series fell
Diverging
-62%
20 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
242
A: 240 / B: 2
Series A
CPI: Used Cars & Trucks
CUSR0000SETA02
FRED · 883 raw → 883 prepared
Series B
USD/LKR Exchange Rate
DEXSLUS
FRED · 13,102 raw → 645 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
6
Estimated crossover points between normalized spreads.
Slope
1.5843
Linear regression slope.
Intercept
-107.0979
Linear regression intercept.
Saved 4 months ago · ID: fred-cusr0000seta02_fred-dexslus_monthly_5y