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Correlation
of values
+79%
In sync
of periods
58%
History
daysdays · through 2026-08-28
11,333
These move in the same direction about 58% of the time
When one swings, the other often swings by a similar amount (~63% of the pattern is shared).
A real but noisy link — useful as context, risky as a standalone signal.
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)
58%
Headline metric
Movement correlation(i)
+79%
Based on values
95% CI
+78% → +80%
Pipeline
Pipeline Summary
11,333 paired data points survived the daily window.
Raw input
11,343
11,700
Normalized
11,343
11,700
Prepared
11,343
11,700
Aligned
11,333
11,333
Invalid removed
Likely range of correlation
R²(i)
63%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points(i)
11,333
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
+79%
No shift — both series at their actual dates.
11,333 overlapping points at this shift
Baseline
+79%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+79%
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
377
A: 10 / B: 367
Series A
USD/KRW Exchange Rate
DEXKOUS
FRED · 11,343 raw → 11,343 prepared
Series B
USD/ZAR Exchange Rate
DEXSFUS
FRED · 11,700 raw → 11,700 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
39
Estimated crossover points between normalized spreads.
Slope
0.0188
Linear regression slope.
Intercept
-11.5518
Linear regression intercept.
Saved 4 months ago · ID: fred-dexkous_fred-dexsfus_daily_5y