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Correlation
of values
-69%
In sync
of periods
55%
History
weeksweeks · through 2026-35
1,712
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 (~47% 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.
Advanced
Statistics
In sync(i)
55%
Headline metric
Movement correlation(i)
-69%
Based on values
95% CI
-71% → -66%
Pipeline
Pipeline Summary
1,712 paired data points survived the weekly window.
Raw input
1,827
8,225
Normalized
1,827
8,225
Prepared
1,827
1,712
Aligned
1,712
1,712
Invalid removed
Likely range of correlation
R²(i)
47%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points(i)
1,712
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
-69%
No shift — both series at their actual dates.
1,712 overlapping points at this shift
Baseline
-69%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-69%
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
115
A: 115 / B: 0
Series A
15Y Mortgage Rate
MORTGAGE15US
FRED · 1,827 raw → 1,827 prepared
Series B
USD/MXN Exchange Rate
DEXMXUS
FRED · 8,225 raw → 1,712 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
9
Estimated crossover points between normalized spreads.
Slope
-1.9239
Linear regression slope.
Intercept
23.1574
Linear regression intercept.
Saved 4 months ago · ID: fred-dexmxus_fred-mortgage15us_weekly_5y