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Correlation
of values
-63%
In sync
of periods
50%
History
daysdays · through 2026-07-02
12,998
These move in the same direction about 50% of the time
When one swings, the other often swings by a similar amount in the opposite direction (~39% 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)
50%
Headline metric
Movement correlation(i)
-63%
Based on values
95% CI
N/A
Pipeline
Pipeline Summary
12,998 paired data points survived the daily window.
Raw input
16,111
13,057
Normalized
16,111
13,057
Prepared
16,111
13,057
Aligned
12,998
12,998
Invalid removed
Likely range
R²(i)
39%
Variance explained
Significance
N/A
Statistical confidence
Data points(i)
12,998
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: -6 to 6 days.
Selected shift
No shift
Correlation at this shift
-63%
No shift — both series at their actual dates.
12,998 overlapping points at this shift
Baseline
-63%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-63%
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
3,172
A: 3113 / B: 59
Series A
5Y Treasury Yield
DGS5
FRED · 16,111 raw → 16,111 prepared
Series B
USD/LKR Exchange Rate
DEXSLUS
FRED · 13,057 raw → 13,057 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
3
Estimated crossover points between normalized spreads.
Slope
-15.6207
Linear regression slope.
Intercept
181.2496
Linear regression intercept.
Saved 3 months ago · ID: fred-dexslus_fred-dgs5_daily_5y