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Correlation
of values
+87%
In sync
of periods
66%
History
daysdays · through 2026-09-04
7,942
These move in the same direction about 66% of the time
When one swings, the other almost always swings by a closely matched amount (~75% of the pattern is shared).
Strong enough to use as a signal — check the stability and regime notes below before relying on it.
Both lines start at the same point — easy to compare when growth rates are similar.
Advanced
Statistics
In sync(i)
66%
Headline metric
Movement correlation(i)
+87%
Based on values
95% CI
+86% → +87%
Pipeline
Pipeline Summary
7,942 paired data points survived the daily window.
Raw input
8,230
7,945
Normalized
8,230
7,945
Prepared
8,230
7,945
Aligned
7,942
7,942
Invalid removed
Likely range of correlation
R²(i)
75%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points(i)
7,942
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
+87%
No shift — both series at their actual dates.
7,942 overlapping points at this shift
Baseline
+87%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+87%
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
291
A: 288 / B: 3
Series A
USD/MXN Exchange Rate
DEXMXUS
FRED · 8,230 raw → 8,230 prepared
Series B
USD/BRL Exchange Rate
DEXBZUS
FRED · 7,945 raw → 7,945 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
77
Estimated crossover points between normalized spreads.
Slope
0.2835
Linear regression slope.
Intercept
-0.9725
Linear regression intercept.
Saved 4 months ago · ID: fred-dexbzus_fred-dexmxus_daily_5y