SeriesMagCorrSyncOverlapThrough
Correlation
+78%
of values
In sync
50%
of periods
History
220
months · through 2025-10
These move in the same direction about 50% of the time
When one swings, the other often swings by a similar amount (~60% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
Time Series
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Unusual right now
Recently looser than usual — the pair is behaving differently than its long-run pattern.
Debt-to-GDP Ratio moves ~18 months before USD/MYR Exchange Rate
Watch Debt-to-GDP Ratio for an early read on USD/MYR Exchange Rate.
Decouples in drawdowns
The relationship weakens when both prices are falling — don't count on this pair as a hedge under stress.
Flips between sync and inverse
Sometimes the two move together, sometimes opposite. Don't treat this as a stable signal.
Advanced
Statistics
In sync(i)
49.7%
Headline metric
Movement correlation(i)
+78%
Based on values
95% CI
+72% → +83%
Likely range of correlation
Pipeline
Pipeline Summary
220 paired data points survived the monthly window.
Raw input
240
13,848
Normalized
240
13,848
Prepared
240
664
Aligned
220
220
Invalid removed
Explore
Top 5 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.
R²(i)
60.5%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
220
Usable
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
+18 months
Correlation at this shift
+87%
+9% stronger than no-shift baseline
USD/MYR Exchange Rate shifted 18 months earlier. Reads: "Does Debt-to-GDP Ratio today line up with USD/MYR Exchange Rate 18 months from now?"
202 overlapping points at this shift
Baseline
+78%
No-shift correlation, matching the main time-series chart above.
Peak shift
+18 months
+87%
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
+29%
58 periods · Return correlation when both series rose
Both Falling
+3%
39 periods · Return correlation when both series fell
Diverging
-43%
122 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
464
A: 20 / B: 444
Series A
Debt-to-GDP Ratio
GFDEGDQ188S
FRED · 240 raw → 240 prepared
Series B
USD/MYR Exchange Rate
DEXMAUS
FRED · 13,848 raw → 664 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
0.0196
Linear regression slope.
Intercept
1.8773
Linear regression intercept.
Saved yesterday · ID: fred-dexmaus_fred-gfdegdq188s_5y