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Correlation
of values
+75%
In sync
of periods
51%
History
monthsmonths · through 2026-03
540
These move in the same direction about 51% of the time
When one swings, the other often swings by a similar amount (~57% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
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)
51.4%
Headline metric
Movement correlation(i)
+75%
Based on values
95% CI
+71% → +79%
Pipeline
Pipeline Summary
540 paired data points survived the monthly window.
Raw input
999
11,271
Normalized
999
11,271
Prepared
999
542
Aligned
540
540
Invalid removed
Likely range of correlation
R²(i)
56.7%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
540
Robust
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: -18 to 18 months.
Selected shift
No shift
Correlation at this shift
+75%
No shift — both series at their actual dates.
540 overlapping points at this shift
Baseline
+75%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+75%
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.
Do They Crash Together?
How these series behave when markets are rising, falling, or diverging. A correlation that holds in drawdowns is very different from one that only works in rallies.
Both Rising
+30%
34 periods · Return correlation when both series rose
Both Falling
N/A
3 periods · Return correlation when both series fell
Diverging
-62%
34 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
461
A: 459 / B: 2
Series A
Total Consumer Credit
TOTALSL
FRED · 999 raw → 999 prepared
Series B
USD/KRW Exchange Rate
DEXKOUS
FRED · 11,271 raw → 542 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
0.0001
Linear regression slope.
Intercept
775.7366
Linear regression intercept.
Saved 3 weeks ago · ID: fred-dexkous_fred-totalsl_monthly_5y