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Correlation
of values
-75%
In sync
of periods
56%
History
monthsmonths · through 2024-01
51
These move in the same direction about 56% of the time
When one swings, the other often swings by a similar amount in the opposite direction (~56% 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.
What to Watch
USD/CHF Exchange Rate moves ~9 months before Real Median Personal Income in the United States
Watch USD/CHF Exchange Rate for an early read on Real Median Personal Income in the United States.
Advanced
Statistics
In sync(i)
56.0%
Headline metric
Movement correlation(i)
-75%
Based on values
95% CI
-85% → -59%
Pipeline
Pipeline Summary
51 paired data points survived the monthly window.
Raw input
51
13,885
Normalized
51
13,885
Prepared
51
665
Aligned
51
51
Invalid removed
Likely range of correlation
R²(i)
55.5%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
51
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
-9 months
Correlation at this shift
-87%
+13% stronger than no-shift baseline
USD/CHF Exchange Rate shifted 9 months later. Reads: "Does Real Median Personal Income in the United States today line up with USD/CHF Exchange Rate 9 months ago?"
42 overlapping points at this shift
Baseline
-75%
No-shift correlation, matching the main time-series chart above.
Peak shift
-9 months
-87%
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
614
A: 0 / B: 614
Series A
Real Median Personal Income in the United States
MEPAINUSA672N
FRED · 51 raw → 51 prepared
Series B
USD/CHF Exchange Rate
DEXSZUS
FRED · 13,885 raw → 665 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
-0.0001
Linear regression slope.
Intercept
4.1351
Linear regression intercept.
Saved 2 weeks ago · ID: fred-dexszus_fred-mepainusa672n_monthly_5y