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Correlation
of values
-39%
In sync
of periods
46%
History
daysdays · through 2026-09-04
5,912
These move in the same direction about 46% of the time
Their swing sizes only faintly mirror each other (~16% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
Both lines start at the same point — easy to compare when growth rates are similar.
Advanced
Statistics
In sync(i)
46%
Headline metric
Movement correlation(i)
-39%
Based on values
95% CI
-42% → -37%
Pipeline
Pipeline Summary
5,912 paired data points survived the daily window.
Raw input
5,925
7,945
Normalized
5,925
7,945
Prepared
5,925
7,945
Aligned
5,912
5,912
Invalid removed
Likely range of correlation
R²(i)
16%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points(i)
5,912
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
-39%
No shift — both series at their actual dates.
5,912 overlapping points at this shift
Baseline
-39%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-39%
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
2,046
A: 13 / B: 2033
Series A
5-Year, 5-Year Forward Inflation Expectation Rate
T5YIFR
FRED · 5,925 raw → 5,925 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
44
Estimated crossover points between normalized spreads.
Slope
-1.6757
Linear regression slope.
Intercept
7.1086
Linear regression intercept.
Saved 4 months ago · ID: fred-dexbzus_fred-t5yifr_daily_5y