Loading market view
Loading market view
Loading correlations
Correlation
of values
+62%
In sync
of periods
—
History
monthsmonths · through 2024-01
44
These move together
When one swings, the other often swings by a similar amount (~39% 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)
N/A
Headline metric
Movement correlation(i)
+62%
Based on values
95% CI
N/A
Pipeline
Pipeline Summary
44 paired data points survived the monthly window.
Raw input
51
11,357
Normalized
51
11,357
Prepared
51
547
Aligned
44
44
Invalid removed
Likely range
R²(i)
39%
Variance explained
Significance
N/A
Statistical confidence
Data points(i)
44
Thin
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: 0 to 0 months.
Selected shift
No shift
Correlation at this shift
+62%
No shift — both series at their actual dates.
44 overlapping points at this shift
Baseline
+62%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+62%
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
510
A: 7 / B: 503
Series A
Real Median Personal Income in the United States
MEPAINUSA672N
FRED · 51 raw → 51 prepared
Series B
USD/CNY Exchange Rate
DEXCHUS
FRED · 11,357 raw → 547 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
0.0003
Linear regression slope.
Intercept
-3.0246
Linear regression intercept.
Saved 3 months ago · ID: fred-dexchus_fred-mepainusa672n_monthly_5y