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Correlation
of values
+16%
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 (~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)
49.7%
Headline metric
Movement correlation(i)
+16%
Based on values
95% CI
+14% → +18%
Pipeline
Pipeline Summary
10,355 paired data points survived the daily window.
Raw input
12,489
10,398
Normalized
12,489
10,398
Prepared
12,489
10,398
Aligned
10,355
10,355
Invalid removed
Likely range of correlation
R²(i)
2.5%
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
+16%
No shift — both series at their actual dates.
10,355 overlapping points at this shift
Baseline
+16%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+16%
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
2,177
A: 2134 / B: 43
Series A
2Y Treasury Yield
DGS2
FRED · 12,489 raw → 12,489 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
90
Estimated crossover points between normalized spreads.
Slope
0.1839
Linear regression slope.
Intercept
30.3157
Linear regression intercept.
Saved 2 weeks ago · ID: fred-dextaus_fred-dgs2_daily_5y