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Correlation
of values
+33%
In sync
of periods
82%
History
daysdays · through 2026-09-11
13,965
These move in the same direction about 82% of the time
Their swing sizes only faintly line up (~11% of the pattern is shared).
Strong enough to use as a signal — check the stability and regime notes below before relying on it.
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)
82%
Headline metric
Movement correlation(i)
+33%
Based on values
95% CI
+32% → +35%
Pipeline
Pipeline Summary
13,965 paired data points survived the daily window.
Raw input
13,966
13,965
Normalized
13,966
13,965
Prepared
13,966
13,965
Aligned
13,965
13,965
Invalid removed
Likely range of correlation
R²(i)
11%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points(i)
13,965
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
+33%
No shift — both series at their actual dates.
13,965 overlapping points at this shift
Baseline
+33%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+33%
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
A: 1 / B: 0
Series A
USD/CHF Exchange Rate
DEXSZUS
FRED · 13,966 raw → 13,966 prepared
Series B
USD/DKK Exchange Rate
DEXDNUS
FRED · 13,965 raw → 13,965 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
117
Estimated crossover points between normalized spreads.
Slope
0.5307
Linear regression slope.
Intercept
5.7970
Linear regression intercept.
Saved 4 months ago · ID: fred-dexdnus_fred-dexszus_daily_5y