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Correlation
of values
-40%
In sync
of periods
41%
History
daysdays · through 2026-05-15
11,271
These move in the same direction about 41% of the time
Their swing sizes loosely mirror each other (~16% 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)
41.4%
Headline metric
Movement correlation(i)
-40%
Based on values
95% CI
-42% → -39%
Pipeline
Pipeline Summary
11,271 paired data points survived the daily window.
Raw input
11,271
13,878
Normalized
11,271
13,878
Prepared
11,271
13,878
Aligned
11,271
11,271
Invalid removed
Likely range of correlation
R²(i)
16.1%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
11,271
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
-40%
No shift — both series at their actual dates.
11,271 overlapping points at this shift
Baseline
-40%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-40%
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
2,607
A: 0 / B: 2607
Series A
USD/KRW Exchange Rate
DEXKOUS
FRED · 11,271 raw → 11,271 prepared
Series B
AUD/USD Exchange Rate
DEXUSAL
FRED · 13,878 raw → 13,878 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
31
Estimated crossover points between normalized spreads.
Slope
-0.0002
Linear regression slope.
Intercept
1.0118
Linear regression intercept.
Saved 2 weeks ago · ID: fred-dexkous_fred-dexusal_daily_5y