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Correlation
of values
-20%
In sync
of periods
40%
History
daysdays · through 2026-05-15
10,398
These move in the same direction about 40% of the time
Their swing sizes only faintly mirror each other (~4% of the pattern is shared).
A real but noisy link — useful as context, risky as a standalone signal.
Both lines start at the same point — easy to compare when growth rates are similar.
Advanced
Statistics
In sync(i)
40.4%
Headline metric
Movement correlation(i)
-20%
Based on values
95% CI
-22% → -18%
Pipeline
Pipeline Summary
10,398 paired data points survived the daily window.
Raw input
13,878
10,398
Normalized
13,878
10,398
Prepared
13,878
10,398
Aligned
10,398
10,398
Invalid removed
Likely range of correlation
R²(i)
3.9%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
10,398
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: -6 to 6 days.
Selected shift
No shift
Correlation at this shift
-20%
No shift — both series at their actual dates.
10,398 overlapping points at this shift
Baseline
-20%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-20%
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
3,480
A: 3480 / B: 0
Series A
AUD/USD Exchange Rate
DEXUSAL
FRED · 13,878 raw → 13,878 prepared
Series B
USD/TWD Exchange Rate
DEXTAUS
FRED · 10,398 raw → 10,398 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
80
Estimated crossover points between normalized spreads.
Slope
-5.5793
Linear regression slope.
Intercept
35.2257
Linear regression intercept.
Saved 2 weeks ago · ID: fred-dextaus_fred-dexusal_daily_5y