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Correlation
of values
+80%
In sync
of periods
51%
History
daysdays · through 2026-07-02
10,113
These move in the same direction about 51% of the time
When one swings, the other often swings by a similar amount (~64% 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)
51%
Headline metric
Movement correlation(i)
+80%
Based on values
95% CI
N/A
Pipeline
Pipeline Summary
10,113 paired data points survived the daily window.
Raw input
10,161
11,416
Normalized
10,161
11,416
Prepared
10,161
11,416
Aligned
10,113
10,113
Invalid removed
Likely range
R²(i)
64%
Variance explained
Significance
N/A
Statistical confidence
Data points(i)
10,113
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
+80%
No shift — both series at their actual dates.
10,113 overlapping points at this shift
Baseline
+80%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+80%
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
1,351
A: 48 / B: 1303
Series A
Baa Corporate Bond Yield
DBAA
FRED · 10,161 raw → 10,161 prepared
Series B
USD/SGD Exchange Rate
DEXSIUS
FRED · 11,416 raw → 11,416 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
45
Estimated crossover points between normalized spreads.
Slope
0.0959
Linear regression slope.
Intercept
0.8807
Linear regression intercept.
Saved 3 months ago · ID: fred-dbaa_fred-dexsius_daily_5y