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Correlation
of values
+25%
In sync
of periods
52%
History
weeksweeks · through 2026-20
2,220
These move in the same direction about 52% of the time
Their swing sizes only faintly line up (~6% 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)
52.4%
Headline metric
Movement correlation(i)
+25%
Based on values
95% CI
+21% → +29%
Pipeline
Pipeline Summary
2,220 paired data points survived the weekly window.
Raw input
2,878
10,398
Normalized
2,878
10,398
Prepared
2,878
2,220
Aligned
2,220
2,220
Invalid removed
Likely range of correlation
R²(i)
6.1%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
2,220
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
+25%
No shift — both series at their actual dates.
2,220 overlapping points at this shift
Baseline
+25%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+25%
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
658
A: 658 / B: 0
Series A
30Y Mortgage Rate
MORTGAGE30US
FRED · 2,878 raw → 2,878 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
36
Estimated crossover points between normalized spreads.
Slope
0.3259
Linear regression slope.
Intercept
28.8404
Linear regression intercept.
Saved 2 weeks ago · ID: fred-dextaus_fred-mortgage30us_weekly_5y