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Correlation
of values
+39%
In sync
of periods
28%
History
monthsmonths · through 2024-01
54
These move in the same direction about 28% of the time
Their swing sizes only faintly line up (~15% 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
USD/CHF Exchange Rate moves ~7 months before Inflation, consumer prices
Watch USD/CHF Exchange Rate for an early read on Inflation, consumer prices.
Advanced
Statistics
In sync(i)
28.3%
Headline metric
Movement correlation(i)
+39%
Based on values
95% CI
+13% → +59%
Pipeline
Pipeline Summary
54 paired data points survived the monthly window.
Raw input
65
13,885
Normalized
65
13,885
Prepared
65
665
Aligned
54
54
Invalid removed
Likely range of correlation
R²(i)
15.0%
Variance explained
Significance
p < 0.01
Statistical confidence
Data points
54
Thin
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
-7 months
Correlation at this shift
+74%
+35% stronger than no-shift baseline
USD/CHF Exchange Rate shifted 7 months later. Reads: "Does Inflation, consumer prices today line up with USD/CHF Exchange Rate 7 months ago?"
47 overlapping points at this shift
Baseline
+39%
No-shift correlation, matching the main time-series chart above.
Peak shift
-7 months
+74%
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
622
A: 11 / B: 611
Series A
Inflation, consumer prices
FPCPITOTLZGUSA
FRED · 65 raw → 65 prepared
Series B
USD/CHF Exchange Rate
DEXSZUS
FRED · 13,885 raw → 665 prepared
Sign agreement
98.1%
How often both values share the same sign.
Zero crossings
8
Estimated crossover points between normalized spreads.
Slope
0.1071
Linear regression slope.
Intercept
1.1802
Linear regression intercept.
Saved 2 weeks ago · ID: fred-dexszus_fred-fpcpitotlzgusa_monthly_5y