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Correlation
of values
+43%
In sync
of periods
64%
History
daysdays · through 2026-05-15
5,835
These move in the same direction about 64% of the time
Their swing sizes loosely line up (~18% of the pattern is shared).
A real but noisy link — useful as context, risky as a standalone signal.
Both lines start at the same point — easy to compare when growth rates are similar.
Advanced
Statistics
In sync(i)
63.6%
Headline metric
Movement correlation(i)
+43%
Based on values
95% CI
+41% → +45%
Pipeline
Pipeline Summary
5,835 paired data points survived the daily window.
Raw input
5,850
13,879
Normalized
5,850
13,879
Prepared
5,850
13,879
Aligned
5,835
5,835
Invalid removed
Likely range of correlation
R²(i)
18.2%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
5,835
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
+43%
No shift — both series at their actual dates.
5,835 overlapping points at this shift
Baseline
+43%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+43%
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
8,059
A: 15 / B: 8044
Series A
10Y Real Yield
DFII10
FRED · 5,850 raw → 5,850 prepared
Series B
USD/JPY Exchange Rate
DEXJPUS
FRED · 13,879 raw → 13,879 prepared
Sign agreement
83.7%
How often both values share the same sign.
Zero crossings
76
Estimated crossover points between normalized spreads.
Slope
8.2994
Linear regression slope.
Intercept
104.1265
Linear regression intercept.
Saved 3 weeks ago · ID: fred-dexjpus_fred-dfii10_daily_5y