SeriesMagCorrSyncOverlapThrough
Correlation
+97%
of values
In sync
58%
of periods
History
213
weeks · through 2026-01
These move in the same direction about 58% of the time
When one swings, the other almost always swings by a closely matched amount (~94% of the pattern is shared).
A real but noisy link — useful as context, risky as a standalone signal.
Time Series
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
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)
58.3%
Headline metric
Movement correlation(i)
+97%
Based on values
95% CI
+96% → +98%
Pipeline
Pipeline Summary
213 paired data points survived the weekly window.
Raw input
317
13,362
Normalized
317
13,362
Prepared
317
2,782
Aligned
213
213
Invalid removed
Explore
Top 5 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.
Likely range of correlation
R²(i)
94.0%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
213
Usable
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
+97%
No shift — both series at their actual dates.
213 overlapping points at this shift
Baseline
+97%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+97%
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
-1%
123 periods · Return correlation when both series rose
Both Falling
N/A
0 periods · Return correlation when both series fell
Diverging
-26%
89 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
2,673
A: 104 / B: 2569
Series A
Gross Domestic Product: Implicit Price Deflator
GDPDEF
FRED · 317 raw → 317 prepared
Series B
USD/INR Exchange Rate
DEXINUS
FRED · 13,362 raw → 2,782 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
19
Estimated crossover points between normalized spreads.
Slope
0.8580
Linear regression slope.
Intercept
-24.1256
Linear regression intercept.
Saved yesterday · ID: fred-dexinus_fred-gdpdef_5y