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Correlation
of values
+42%
In sync
of periods
52%
History
weeksweeks · through 2026-27
1,819
These move in the same direction about 52% of the time
Their swing sizes loosely line up (~17% 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)
52%
Headline metric
Movement correlation(i)
+42%
Based on values
95% CI
N/A
Pipeline
Pipeline Summary
1,819 paired data points survived the weekly window.
Raw input
1,819
13,923
Normalized
1,819
13,923
Prepared
1,819
2,896
Aligned
1,819
1,819
Invalid removed
Likely range
R²(i)
17%
Variance explained
Significance
N/A
Statistical confidence
Data points(i)
1,819
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: -12 to 12 weeks.
Selected shift
No shift
Correlation at this shift
+42%
No shift — both series at their actual dates.
1,819 overlapping points at this shift
Baseline
+42%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+42%
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
1,077
A: 0 / B: 1077
Series A
15Y Mortgage Rate
MORTGAGE15US
FRED · 1,819 raw → 1,819 prepared
Series B
USD/CAD Exchange Rate
DEXCAUS
FRED · 13,923 raw → 2,896 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
30
Estimated crossover points between normalized spreads.
Slope
0.0379
Linear regression slope.
Intercept
1.0821
Linear regression intercept.
Saved 3 months ago · ID: fred-dexcaus_fred-mortgage15us_weekly_5y