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Correlation
of values
-45%
In sync
of periods
44%
History
daysdays · through 2026-05-15
11,271
These move in the same direction about 44% of the time
Their swing sizes loosely mirror each other (~20% of the pattern is shared).
A faint pattern — interesting as colour, not strong enough to act on alone.
Both lines start at the same point — easy to compare when growth rates are similar.
Advanced
Statistics
In sync(i)
44.2%
Headline metric
Movement correlation(i)
-45%
Based on values
95% CI
-47% → -44%
Pipeline
Pipeline Summary
11,271 paired data points survived the daily window.
Raw input
13,885
11,271
Normalized
13,885
11,271
Prepared
13,885
11,271
Aligned
11,271
11,271
Invalid removed
Likely range of correlation
R²(i)
20.3%
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
-45%
No shift — both series at their actual dates.
11,271 overlapping points at this shift
Baseline
-45%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-45%
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
2,614
A: 2614 / B: 0
Series A
GBP/USD Exchange Rate
DEXUSUK
FRED · 13,885 raw → 13,885 prepared
Series B
USD/KRW Exchange Rate
DEXKOUS
FRED · 11,271 raw → 11,271 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
33
Estimated crossover points between normalized spreads.
Slope
-479.5973
Linear regression slope.
Intercept
1779.4268
Linear regression intercept.
Saved 3 weeks ago · ID: fred-dexkous_fred-dexusuk_daily_5y