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Correlation
of values
+63%
In sync
of periods
63%
History
daysdays · through 2026-09-04
5,157
These move in the same direction about 63% of the time
When one swings, the other often swings by a similar amount (~39% 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%
Headline metric
Movement correlation(i)
+63%
Based on values
95% CI
+61% → +64%
Pipeline
Pipeline Summary
5,157 paired data points survived the daily window.
Raw input
11,348
5,184
Normalized
11,348
5,184
Prepared
11,348
5,184
Aligned
5,157
5,157
Invalid removed
Likely range of correlation
R²(i)
39%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points(i)
5,157
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
+63%
No shift — both series at their actual dates.
5,157 overlapping points at this shift
Baseline
+63%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+63%
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
6,218
A: 6191 / B: 27
Series A
USD/KRW Exchange Rate
DEXKOUS
FRED · 11,348 raw → 11,348 prepared
Series B
US Dollar Index
DTWEXAFEGS
FRED · 5,184 raw → 5,184 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
111
Estimated crossover points between normalized spreads.
Slope
0.0483
Linear regression slope.
Intercept
45.6483
Linear regression intercept.
Saved 4 months ago · ID: fred-dexkous_fred-dtwexafegs_daily_5y