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Correlation
of values
+84%
In sync
of periods
56%
History
weeksweeks · through 2026-27
2,375
These move in the same direction about 56% of the time
When one swings, the other almost always swings by a closely matched amount (~71% of the pattern is shared).
A faint pattern — interesting as colour, not strong enough to act on alone.
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)
56%
Headline metric
Movement correlation(i)
+84%
Based on values
95% CI
N/A
Pipeline
Pipeline Summary
2,375 paired data points survived the weekly window.
Raw input
2,884
11,416
Normalized
2,884
11,416
Prepared
2,884
2,375
Aligned
2,375
2,375
Invalid removed
Likely range
R²(i)
71%
Variance explained
Significance
N/A
Statistical confidence
Data points(i)
2,375
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
+84%
No shift — both series at their actual dates.
2,375 overlapping points at this shift
Baseline
+84%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+84%
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
509
A: 509 / B: 0
Series A
30Y Mortgage Rate
MORTGAGE30US
FRED · 2,884 raw → 2,884 prepared
Series B
USD/SGD Exchange Rate
DEXSIUS
FRED · 11,416 raw → 2,375 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
13
Estimated crossover points between normalized spreads.
Slope
0.0760
Linear regression slope.
Intercept
1.0544
Linear regression intercept.
Saved 3 months ago · ID: fred-dexsius_fred-mortgage30us_weekly_5y