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Correlation
of values
+55%
In sync
of periods
55%
History
daysdays · through 2026-07-02
5,867
These move in the same direction about 55% of the time
Their swing sizes loosely line up (~30% 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)
55%
Headline metric
Movement correlation(i)
+55%
Based on values
95% CI
N/A
Pipeline
Pipeline Summary
5,867 paired data points survived the daily window.
Raw input
5,880
11,336
Normalized
5,880
11,336
Prepared
5,880
11,336
Aligned
5,867
5,867
Invalid removed
Likely range
R²(i)
30%
Variance explained
Significance
N/A
Statistical confidence
Data points(i)
5,867
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
+55%
No shift — both series at their actual dates.
5,867 overlapping points at this shift
Baseline
+55%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+55%
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
5,482
A: 13 / B: 5469
Series A
10Y Real Yield
DFII10
FRED · 5,880 raw → 5,880 prepared
Series B
USD/THB Exchange Rate
DEXTHUS
FRED · 11,336 raw → 11,336 prepared
Sign agreement
83.7%
How often both values share the same sign.
Zero crossings
75
Estimated crossover points between normalized spreads.
Slope
1.7814
Linear regression slope.
Intercept
32.2689
Linear regression intercept.
Saved 3 months ago · ID: fred-dexthus_fred-dfii10_daily_5y