Loading market view
Loading market view
Loading correlations
Correlation
of values
-30%
In sync
of periods
47%
History
daysdays · through 2026-05-15
5,835
These move in the same direction about 47% of the time
Their swing sizes only faintly mirror each other (~9% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
Both lines start at the same point — easy to compare when growth rates are similar.
Advanced
Statistics
In sync(i)
46.8%
Headline metric
Movement correlation(i)
-30%
Based on values
95% CI
-32% → -27%
Pipeline
Pipeline Summary
5,835 paired data points survived the daily window.
Raw input
5,851
11,271
Normalized
5,851
11,271
Prepared
5,851
11,271
Aligned
5,835
5,835
Invalid removed
Likely range of correlation
R²(i)
8.7%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
5,835
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
-30%
No shift — both series at their actual dates.
5,835 overlapping points at this shift
Baseline
-30%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-30%
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
5,452
A: 16 / B: 5436
Series A
5-Year, 5-Year Forward Inflation Expectation Rate
T5YIFR
FRED · 5,851 raw → 5,851 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
130
Estimated crossover points between normalized spreads.
Slope
-119.0816
Linear regression slope.
Intercept
1427.2349
Linear regression intercept.
Saved 3 weeks ago · ID: fred-dexkous_fred-t5yifr_daily_5y