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Correlation
of values
+76%
In sync
of periods
51%
History
daysdays · through 2026-07-02
5,867
These move in the same direction about 51% of the time
When one swings, the other often swings by a similar amount (~58% 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%
Headline metric
Movement correlation(i)
+76%
Based on values
95% CI
N/A
Pipeline
Pipeline Summary
5,867 paired data points survived the daily window.
Raw input
5,880
10,430
Normalized
5,880
10,430
Prepared
5,880
10,430
Aligned
5,867
5,867
Invalid removed
Likely range
R²(i)
58%
Variance explained
Significance
N/A
Statistical confidence
Data points(i)
5,867
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
+76%
No shift — both series at their actual dates.
5,867 overlapping points at this shift
Baseline
+76%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+76%
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
4,576
A: 13 / B: 4563
Series A
10Y Real Yield
DFII10
FRED · 5,880 raw → 5,880 prepared
Series B
USD/TWD Exchange Rate
DEXTAUS
FRED · 10,430 raw → 10,430 prepared
Sign agreement
83.7%
How often both values share the same sign.
Zero crossings
157
Estimated crossover points between normalized spreads.
Slope
1.2470
Linear regression slope.
Intercept
29.9558
Linear regression intercept.
Saved 3 months ago · ID: fred-dextaus_fred-dfii10_daily_5y