SeriesMagCorrSyncOverlapThrough
Correlation
+30%
of values
In sync
48%
of periods
History
231
weeks · through 2026-09
These move in the same direction about 48% of the time
Their swing sizes only faintly line up (~9% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
Time Series
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Slipping looser
The recent pattern is looser than its long-run baseline — keep an eye on whether this sticks.
USD/THB Exchange Rate moves ~11 weeks before Real Personal Consumption
Watch USD/THB Exchange Rate for an early read on Real Personal Consumption.
Tighter in drawdowns
The relationship is stronger when both prices are falling than when both are rising — typical risk-off behaviour.
Flips between sync and inverse
Sometimes the two move together, sometimes opposite. Don't treat this as a stable signal.
Advanced
Statistics
In sync(i)
47.8%
Headline metric
Movement correlation(i)
+30%
Based on values
95% CI
+18% → +42%
Likely range of correlation
Pipeline
Pipeline Summary
231 paired data points survived the weekly window.
Raw input
231
11,289
Normalized
231
11,289
Prepared
231
2,364
Aligned
231
231
Invalid removed
Explore
Top 5 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.
R²(i)
9.2%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
231
Usable
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
-11 weeks
Correlation at this shift
+38%
+8% stronger than no-shift baseline
USD/THB Exchange Rate shifted 11 weeks later. Reads: "Does Real Personal Consumption today line up with USD/THB Exchange Rate 11 weeks ago?"
220 overlapping points at this shift
Baseline
+30%
No-shift correlation, matching the main time-series chart above.
Peak shift
-11 weeks
+38%
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.
Do They Crash Together?
How these series behave when markets are rising, falling, or diverging. A correlation that holds in drawdowns is very different from one that only works in rallies.
Both Rising
-2%
84 periods · Return correlation when both series rose
Both Falling
-41%
26 periods · Return correlation when both series fell
Diverging
-35%
120 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
2,133
A: 0 / B: 2133
Series A
Real Personal Consumption
PCEC96
FRED · 231 raw → 231 prepared
Series B
USD/THB Exchange Rate
DEXTHUS
FRED · 11,289 raw → 2,364 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
3
Estimated crossover points between normalized spreads.
Slope
0.0003
Linear regression slope.
Intercept
28.5219
Linear regression intercept.
Saved yesterday · ID: fred-dexthus_fred-pcec96_5y