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Correlation
of values
+91%
In sync
of periods
63%
History
monthsmonths · through 2025-10
204
These move in the same direction about 63% of the time
When one swings, the other almost always swings by a closely matched amount (~83% of the pattern is shared).
A real but noisy link — useful as context, risky as a standalone signal.
On a log scale so equal % moves take equal vertical space — best when one series has grown much faster than the other.
What to Watch
USD/LKR Exchange Rate moves ~18 months before South Korea Home Prices
Watch USD/LKR Exchange Rate for an early read on South Korea Home Prices.
Tighter in drawdowns
The relationship is stronger when both prices are falling than when both are rising — typical risk-off behaviour.
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)
63.5%
Headline metric
Movement correlation(i)
+91%
Based on values
95% CI
+88% → +93%
Likely range of correlation
Pipeline
Pipeline Summary
204 paired data points survived the monthly window.
Raw input
13,015
204
Normalized
13,015
204
Prepared
641
204
Aligned
204
204
Invalid removed
R²(i)
82.6%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
204
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
+18 months
Correlation at this shift
+97%
+6% stronger than no-shift baseline
South Korea Home Prices shifted 18 months earlier. Reads: "Does USD/LKR Exchange Rate today line up with South Korea Home Prices 18 months from now?"
186 overlapping points at this shift
Baseline
+91%
No-shift correlation, matching the main time-series chart above.
Peak shift
+18 months
+97%
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
-4%
113 periods · Return correlation when both series rose
Both Falling
+87%
12 periods · Return correlation when both series fell
Diverging
-41%
78 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
437
A: 437 / B: 0
Series A
USD/LKR Exchange Rate
DEXSLUS
FRED · 13,015 raw → 641 prepared
Series B
South Korea Home Prices
QKRN628BIS
FRED · 204 raw → 204 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
11
Estimated crossover points between normalized spreads.
Slope
0.4389
Linear regression slope.
Intercept
34.2335
Linear regression intercept.
Saved 2 days ago · ID: fred-dexslus_fred-qkrn628bis_monthly_5y