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Correlation
of values
+41%
In sync
of periods
57%
History
daysdays · through 2026-05-15
10,083
These move in the same direction about 57% of the time
Their swing sizes loosely line up (~17% of the pattern is shared).
A faint pattern — interesting as colour, not strong enough to act on alone.
Both lines start at the same point — easy to compare when growth rates are similar.
Advanced
Statistics
In sync(i)
56.9%
Headline metric
Movement correlation(i)
+41%
Based on values
95% CI
+40% → +43%
Pipeline
Pipeline Summary
10,083 paired data points survived the daily window.
Raw input
10,132
13,879
Normalized
10,132
13,879
Prepared
10,132
13,879
Aligned
10,083
10,083
Invalid removed
Likely range of correlation
R²(i)
17.1%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
10,083
Deep
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: -6 to 6 days.
Selected shift
No shift
Correlation at this shift
+41%
No shift — both series at their actual dates.
10,083 overlapping points at this shift
Baseline
+41%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+41%
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
3,845
A: 49 / B: 3796
Series A
Baa Corporate Bond Yield
DBAA
FRED · 10,132 raw → 10,132 prepared
Series B
USD/JPY Exchange Rate
DEXJPUS
FRED · 13,879 raw → 13,879 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
124
Estimated crossover points between normalized spreads.
Slope
4.1236
Linear regression slope.
Intercept
89.0018
Linear regression intercept.
Saved 3 weeks ago · ID: fred-dbaa_fred-dexjpus_daily_5y