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Correlation
of values
+15%
In sync
of periods
50%
History
daysdays · through 2026-05-15
10,355
These move in the same direction about 50% of the time
Their swing sizes only faintly line up (~2% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
On a log scale so equal % moves take equal vertical space — best when one series has grown much faster than the other.
Advanced
Statistics
In sync(i)
50.0%
Headline metric
Movement correlation(i)
+15%
Based on values
95% CI
+13% → +17%
Pipeline
Pipeline Summary
10,355 paired data points survived the daily window.
Raw input
16,081
10,398
Normalized
16,081
10,398
Prepared
16,081
10,398
Aligned
10,355
10,355
Invalid removed
Likely range of correlation
R²(i)
2.4%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
10,355
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
+15%
No shift — both series at their actual dates.
10,355 overlapping points at this shift
Baseline
+15%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+15%
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
5,769
A: 5726 / B: 43
Series A
1Y Treasury Yield
DGS1
FRED · 16,081 raw → 16,081 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
70
Estimated crossover points between normalized spreads.
Slope
0.1814
Linear regression slope.
Intercept
30.3751
Linear regression intercept.
Saved 2 weeks ago · ID: fred-dextaus_fred-dgs1_daily_5y