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Correlation
of values
+18%
In sync
of periods
49%
History
daysdays · through 2026-08-28
10,427
These move in the same direction about 49% of the time
Their swing sizes only faintly line up (~3% 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)
49%
Headline metric
Movement correlation(i)
+18%
Based on values
95% CI
+16% → +20%
Pipeline
Pipeline Summary
10,427 paired data points survived the daily window.
Raw input
16,151
10,470
Normalized
16,151
10,470
Prepared
16,151
10,470
Aligned
10,427
10,427
Invalid removed
Likely range of correlation
R²(i)
3%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points(i)
10,427
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
+18%
No shift — both series at their actual dates.
10,427 overlapping points at this shift
Baseline
+18%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+18%
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
5,767
A: 5724 / B: 43
Series A
10Y Treasury Yield
DGS10
FRED · 16,151 raw → 16,151 prepared
Series B
USD/TWD Exchange Rate
DEXTAUS
FRED · 10,470 raw → 10,470 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
52
Estimated crossover points between normalized spreads.
Slope
0.2294
Linear regression slope.
Intercept
29.9200
Linear regression intercept.
Saved 4 months ago · ID: fred-dextaus_fred-dgs10_daily_5y