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Correlation
of values
-56%
In sync
of periods
56%
History
weeksweeks · through 2026-30
2,377
These move in the same direction about 56% of the time
Their swing sizes loosely mirror each other (~31% 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)
56%
Headline metric
Movement correlation(i)
-56%
Based on values
95% CI
-58% → -53%
Pipeline
Pipeline Summary
2,377 paired data points survived the weekly window.
Raw input
2,888
11,351
Normalized
2,888
11,351
Prepared
2,888
2,377
Aligned
2,377
2,377
Invalid removed
Likely range of correlation
R²(i)
31%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points(i)
2,377
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
-56%
No shift — both series at their actual dates.
2,377 overlapping points at this shift
Baseline
-56%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-56%
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
511
A: 511 / B: 0
Series A
30Y Mortgage Rate
MORTGAGE30US
FRED · 2,888 raw → 2,888 prepared
Series B
USD/THB Exchange Rate
DEXTHUS
FRED · 11,351 raw → 2,377 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
9
Estimated crossover points between normalized spreads.
Slope
-1.0371
Linear regression slope.
Intercept
39.1763
Linear regression intercept.
Saved 3 months ago · ID: fred-dexthus_fred-mortgage30us_weekly_5y