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Correlation
of values
+52%
In sync
of periods
48%
History
monthsmonths · through 2026-07
607
These move in the same direction about 48% of the time
Their swing sizes loosely line up (~27% 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
Decouples in drawdowns
The relationship weakens when both prices are falling — don't count on this pair as a hedge under stress.
Advanced
Statistics
In sync(i)
48%
Headline metric
Movement correlation(i)
+52%
Based on values
95% CI
+46% → +57%
Likely range of correlation
Pipeline
Pipeline Summary
607 paired data points survived the monthly window.
Raw input
607
13,935
Normalized
607
13,935
Prepared
607
668
Aligned
607
607
Invalid removed
R²(i)
27%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points(i)
607
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
+52%
No shift — both series at their actual dates.
607 overlapping points at this shift
Baseline
+52%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+52%
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
-40%
13 periods · Return correlation when both series rose
Both Falling
+5%
13 periods · Return correlation when both series fell
Diverging
-47%
25 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
61
A: 0 / B: 61
Series A
Total Vehicle Sales
TOTALSA
FRED · 607 raw → 607 prepared
Series B
USD/MYR Exchange Rate
DEXMAUS
FRED · 13,935 raw → 668 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
63
Estimated crossover points between normalized spreads.
Slope
0.1751
Linear regression slope.
Intercept
0.5812
Linear regression intercept.
Saved 4 months ago · ID: fred-dexmaus_fred-totalsa_monthly_5y