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Correlation
of values
-11%
In sync
of periods
—
History
monthsmonths · through 2026-01
170
These move together
Their swing sizes only faintly mirror each other (~1% 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)
N/A
Headline metric
Movement correlation(i)
-11%
Based on values
95% CI
-26% → +4%
Pipeline
Pipeline Summary
170 paired data points survived the monthly window.
Raw input
317
10,398
Normalized
317
10,398
Prepared
317
512
Aligned
170
170
Invalid removed
Likely range of correlation
R²(i)
1.2%
Variance explained
Significance
n.s.
Statistical confidence
Data points
170
Usable
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: 0 to 0 months.
Selected shift
No shift
Correlation at this shift
-11%
No shift — both series at their actual dates.
170 overlapping points at this shift
Baseline
-11%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-11%
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
489
A: 147 / B: 342
Series A
Gross Domestic Product: Implicit Price Deflator
GDPDEF
FRED · 317 raw → 317 prepared
Series B
USD/TWD Exchange Rate
DEXTAUS
FRED · 10,398 raw → 512 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
-0.0176
Linear regression slope.
Intercept
32.5046
Linear regression intercept.
Saved 2 weeks ago · ID: fred-dextaus_fred-gdpdef_monthly_5y