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Correlation
of values
+24%
In sync
of periods
55%
History
weeksweeks · through 2026-20
1,690
These move in the same direction about 55% of the time
Their swing sizes only faintly line up (~6% of the pattern is shared).
A faint pattern — interesting as colour, not strong enough to act on alone.
Both lines start at the same point — easy to compare when growth rates are similar.
Advanced
Statistics
In sync(i)
55.4%
Headline metric
Movement correlation(i)
+24%
Based on values
95% CI
+19% → +28%
Pipeline
Pipeline Summary
1,690 paired data points survived the weekly window.
Raw input
1,690
10,398
Normalized
1,690
10,398
Prepared
1,690
2,220
Aligned
1,690
1,690
Invalid removed
Likely range of correlation
R²(i)
5.7%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
1,690
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
+24%
No shift — both series at their actual dates.
1,690 overlapping points at this shift
Baseline
+24%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+24%
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
530
A: 0 / B: 530
Series A
St. Louis Financial Stress Index
STLFSI4
FRED · 1,690 raw → 1,690 prepared
Series B
USD/TWD Exchange Rate
DEXTAUS
FRED · 10,398 raw → 2,220 prepared
Sign agreement
35.3%
How often both values share the same sign.
Zero crossings
57
Estimated crossover points between normalized spreads.
Slope
0.5271
Linear regression slope.
Intercept
31.0056
Linear regression intercept.
Saved 2 weeks ago · ID: fred-dextaus_fred-stlfsi4_weekly_5y