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Correlation
of values
+81%
In sync
of periods
46%
History
monthsmonths · through 2026-07
235
These move in the same direction about 46% of the time
When one swings, the other almost always swings by a closely matched amount (~66% 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.
What to Watch
USD/MYR Exchange Rate moves ~15 months before Real Personal Consumption
Watch USD/MYR Exchange Rate for an early read on Real Personal Consumption.
Holds in both up and down markets
The relationship is similar whether prices are rising or falling — reliable in both directions.
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)
46%
Headline metric
Movement correlation(i)
+81%
Based on values
95% CI
+76% → +85%
Likely range of correlation
Pipeline
Pipeline Summary
235 paired data points survived the monthly window.
Raw input
235
13,944
Normalized
235
13,944
Prepared
235
669
Aligned
235
235
Invalid removed
R²(i)
66%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points(i)
235
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
-15 months
Correlation at this shift
+86%
+5% stronger than no-shift baseline
USD/MYR Exchange Rate shifted 15 months later. Reads: "Does Real Personal Consumption today line up with USD/MYR Exchange Rate 15 months ago?"
220 overlapping points at this shift
Baseline
+81%
No-shift correlation, matching the main time-series chart above.
Peak shift
-15 months
+86%
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
-3%
84 periods · Return correlation when both series rose
Both Falling
-12%
23 periods · Return correlation when both series fell
Diverging
-30%
127 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
434
A: 0 / B: 434
Series A
Real Personal Consumption
PCEC96
FRED · 235 raw → 235 prepared
Series B
USD/MYR Exchange Rate
DEXMAUS
FRED · 13,944 raw → 669 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
3
Estimated crossover points between normalized spreads.
Slope
0.0002
Linear regression slope.
Intercept
0.7051
Linear regression intercept.
Saved 4 months ago · ID: fred-dexmaus_fred-pcec96_monthly_5y