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Correlation
of values
+87%
In sync
of periods
63%
History
daysdays · through 2026-07-02
5,112
These move in the same direction about 63% of the time
When one swings, the other almost always swings by a closely matched amount (~76% of the pattern is shared).
A real but noisy link — useful as context, risky as a standalone signal.
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)
63%
Headline metric
Movement correlation(i)
+87%
Based on values
95% CI
N/A
Pipeline
Pipeline Summary
5,112 paired data points survived the daily window.
Raw input
7,900
5,139
Normalized
7,900
5,139
Prepared
7,900
5,139
Aligned
5,112
5,112
Invalid removed
Likely range
R²(i)
76%
Variance explained
Significance
N/A
Statistical confidence
Data points(i)
5,112
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.
5,112 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
2,815
A: 2788 / B: 27
Series A
USD/BRL Exchange Rate
DEXBZUS
FRED · 7,900 raw → 7,900 prepared
Series B
US Dollar Index
DTWEXAFEGS
FRED · 5,139 raw → 5,139 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
43
Estimated crossover points between normalized spreads.
Slope
6.5496
Linear regression slope.
Intercept
79.7229
Linear regression intercept.
Saved 3 months ago · ID: fred-dexbzus_fred-dtwexafegs_daily_5y