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Correlation
of values
-16%
In sync
of periods
52%
History
weeksweeks · through 2026-20
1,812
These move in the same direction about 52% of the time
Their swing sizes only faintly mirror each other (~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)
52.2%
Headline metric
Movement correlation(i)
-16%
Based on values
95% CI
-20% → -11%
Pipeline
Pipeline Summary
1,812 paired data points survived the weekly window.
Raw input
1,813
10,398
Normalized
1,813
10,398
Prepared
1,813
2,220
Aligned
1,812
1,812
Invalid removed
Likely range of correlation
R²(i)
2.5%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
1,812
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: -12 to 12 weeks.
Selected shift
No shift
Correlation at this shift
-16%
No shift — both series at their actual dates.
1,812 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
409
A: 1 / B: 408
Series A
15Y Mortgage Rate
MORTGAGE15US
FRED · 1,813 raw → 1,813 prepared
Series B
USD/TWD Exchange Rate
DEXTAUS
FRED · 10,398 raw → 2,220 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
43
Estimated crossover points between normalized spreads.
Slope
-0.2235
Linear regression slope.
Intercept
31.8328
Linear regression intercept.
Saved 2 weeks ago · ID: fred-dextaus_fred-mortgage15us_weekly_5y