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Correlation
of values
+29%
In sync
of periods
50%
History
daysdays · through 2026-06-05
10,351
These move in the same direction about 50% of the time
Their swing sizes only faintly line up (~8% 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)
50.4%
Headline metric
Movement correlation(i)
+29%
Based on values
95% CI
+27% → +31%
Pipeline
Pipeline Summary
10,351 paired data points survived the daily window.
Raw input
15,133
11,285
Normalized
15,133
11,285
Prepared
15,133
11,285
Aligned
10,351
10,351
Invalid removed
Likely range of correlation
R²(i)
8.4%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
10,351
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
+29%
No shift — both series at their actual dates.
10,351 overlapping points at this shift
Baseline
+29%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+29%
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
5,716
A: 4782 / B: 934
Series A
US Economic Policy Uncertainty
USEPUINDXD
FRED · 15,133 raw → 15,133 prepared
Series B
USD/KRW Exchange Rate
DEXKOUS
FRED · 11,285 raw → 11,285 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
699
Estimated crossover points between normalized spreads.
Slope
0.6762
Linear regression slope.
Intercept
982.0516
Linear regression intercept.
Saved last month · ID: fred-dexkous_fred-usepuindxd_daily_5y