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Correlation
of values
-71%
In sync
of periods
55%
History
weeksweeks · through 2026-23
2,878
These move in the same direction about 55% of the time
When one swings, the other often swings by a similar amount in the opposite direction (~50% 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)
54.9%
Headline metric
Movement correlation(i)
-71%
Based on values
95% CI
-72% → -69%
Pipeline
Pipeline Summary
2,878 paired data points survived the weekly window.
Raw input
2,880
13,877
Normalized
2,880
13,877
Prepared
2,880
2,890
Aligned
2,878
2,878
Invalid removed
Likely range of correlation
R²(i)
49.8%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
2,878
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: -12 to 12 weeks.
Selected shift
No shift
Correlation at this shift
-71%
No shift — both series at their actual dates.
2,878 overlapping points at this shift
Baseline
-71%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-71%
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
14
A: 2 / B: 12
Series A
30Y Mortgage Rate
MORTGAGE30US
FRED · 2,880 raw → 2,880 prepared
Series B
USD/MYR Exchange Rate
DEXMAUS
FRED · 13,877 raw → 2,890 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
20
Estimated crossover points between normalized spreads.
Slope
-0.1640
Linear regression slope.
Intercept
4.4483
Linear regression intercept.
Saved last month · ID: fred-dexmaus_fred-mortgage30us_weekly_5y