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Correlation
of values
+59%
In sync
of periods
58%
History
weeksweeks · through 2026-20
2,875
These move in the same direction about 58% of the time
Their swing sizes loosely line up (~35% 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)
58.3%
Headline metric
Movement correlation(i)
+59%
Based on values
95% CI
+57% → +62%
Pipeline
Pipeline Summary
2,875 paired data points survived the weekly window.
Raw input
2,878
13,879
Normalized
2,878
13,879
Prepared
2,878
2,887
Aligned
2,875
2,875
Invalid removed
Likely range of correlation
R²(i)
35.3%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
2,875
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
+59%
No shift — both series at their actual dates.
2,875 overlapping points at this shift
Baseline
+59%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+59%
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
15
A: 3 / B: 12
Series A
30Y Mortgage Rate
MORTGAGE30US
FRED · 2,878 raw → 2,878 prepared
Series B
USD/JPY Exchange Rate
DEXJPUS
FRED · 13,879 raw → 2,887 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
16
Estimated crossover points between normalized spreads.
Slope
12.6637
Linear regression slope.
Intercept
58.0917
Linear regression intercept.
Saved 3 weeks ago · ID: fred-dexjpus_fred-mortgage30us_weekly_5y