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Correlation
of values
+25%
In sync
of periods
53%
History
monthsmonths · through 2026-03
375
These move in the same direction about 53% of the time
Their swing sizes only faintly line up (~6% 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.
What to Watch
Personal Savings Rate moves ~18 months before USD/BRL Exchange Rate
Watch Personal Savings Rate for an early read on USD/BRL Exchange Rate.
Decouples in drawdowns
The relationship weakens when both prices are falling — don't count on this pair as a hedge under stress.
Flips between sync and inverse
Sometimes the two move together, sometimes opposite. Don't treat this as a stable signal.
Advanced
Statistics
In sync(i)
52.6%
Headline metric
Movement correlation(i)
+25%
Based on values
95% CI
+16% → +35%
Likely range of correlation
Pipeline
Pipeline Summary
375 paired data points survived the monthly window.
Raw input
807
7,868
Normalized
807
7,868
Prepared
807
377
Aligned
375
375
Invalid removed
R²(i)
6.4%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
375
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
+18 months
Correlation at this shift
+34%
+8% stronger than no-shift baseline
USD/BRL Exchange Rate shifted 18 months earlier. Reads: "Does Personal Savings Rate today line up with USD/BRL Exchange Rate 18 months from now?"
357 overlapping points at this shift
Baseline
+25%
No-shift correlation, matching the main time-series chart above.
Peak shift
+18 months
+34%
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
+60%
67 periods · Return correlation when both series rose
Both Falling
+13%
56 periods · Return correlation when both series fell
Diverging
-37%
126 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
434
A: 432 / B: 2
Series A
Personal Savings Rate
PSAVERT
FRED · 807 raw → 807 prepared
Series B
USD/BRL Exchange Rate
DEXBZUS
FRED · 7,868 raw → 377 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
37
Estimated crossover points between normalized spreads.
Slope
0.1251
Linear regression slope.
Intercept
2.1594
Linear regression intercept.
Saved 2 weeks ago · ID: fred-dexbzus_fred-psavert_monthly_5y