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Correlation
of values
-74%
In sync
of periods
42%
History
monthsmonths Β· through 2025-10
220
These move in the same direction about 42% of the time
When one swings, the other often swings by a similar amount in the opposite direction (~54% of the pattern is shared).
A real but noisy link β useful as context, risky as a standalone signal.
Both lines start at the same point β easy to compare when growth rates are similar.
Advanced
Statistics
In sync(i)
41.6%
Headline metric
Movement correlation(i)
-74%
Based on values
95% CI
-79% β -67%
Pipeline
Pipeline Summary
220 paired data points survived the monthly window.
Raw input
240
13,885
Normalized
240
13,885
Prepared
240
665
Aligned
220
220
Invalid removed
Likely range of correlation
RΒ²(i)
54.3%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
220
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 β that's a potential lead/lag signal.
Correlation by shift
Click a bar to inspect. Range: -18 to 18 months.
Selected shift
No shift
Correlation at this shift
-74%
No shift β both series at their actual dates.
220 overlapping points at this shift
Baseline
-74%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-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
465
A: 20 / B: 445
Series A
Debt-to-GDP Ratio
GFDEGDQ188S
FRED Β· 240 raw β 240 prepared
Series B
USD/CHF Exchange Rate
DEXSZUS
FRED Β· 13,885 raw β 665 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
-0.0185
Linear regression slope.
Intercept
2.8017
Linear regression intercept.
Saved 2 weeks ago Β· ID: fred-dexszus_fred-gfdegdq188s_monthly_5y