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Correlation
of values
+43%
In sync
of periods
52%
History
weeksweeks · through 2026-20
2,888
These move in the same direction about 52% of the time
Their swing sizes loosely line up (~19% 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)
51.5%
Headline metric
Movement correlation(i)
+43%
Based on values
95% CI
+40% → +46%
Pipeline
Pipeline Summary
2,888 paired data points survived the weekly window.
Raw input
2,889
13,885
Normalized
2,889
13,885
Prepared
2,889
2,888
Aligned
2,888
2,888
Invalid removed
Likely range of correlation
R²(i)
18.7%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
2,888
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: -12 to 12 weeks.
Selected shift
No shift
Correlation at this shift
+43%
No shift — both series at their actual dates.
2,888 overlapping points at this shift
Baseline
+43%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+43%
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
1
A: 1 / B: 0
Series A
Chicago Financial Conditions
NFCI
FRED · 2,889 raw → 2,889 prepared
Series B
USD/CHF Exchange Rate
DEXSZUS
FRED · 13,885 raw → 2,888 prepared
Sign agreement
29.4%
How often both values share the same sign.
Zero crossings
45
Estimated crossover points between normalized spreads.
Slope
0.3141
Linear regression slope.
Intercept
1.5630
Linear regression intercept.
Saved 2 weeks ago · ID: fred-dexszus_fred-nfci_weekly_5y