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Correlation
of values
-40%
In sync
of periods
56%
History
monthsmonths · through 2025-10
220
These move in the same direction about 56% of the time
Their swing sizes loosely mirror each other (~16% of the pattern is shared).
A faint pattern — interesting as colour, not strong enough to act on alone.
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)
56.4%
Headline metric
Movement correlation(i)
-40%
Based on values
95% CI
-51% → -28%
Pipeline
Pipeline Summary
220 paired data points survived the monthly window.
Raw input
240
13,878
Normalized
240
13,878
Prepared
240
665
Aligned
220
220
Invalid removed
Likely range of correlation
R²(i)
16.0%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
220
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: -18 to 18 months.
Selected shift
No shift
Correlation at this shift
-40%
No shift — both series at their actual dates.
220 overlapping points at this shift
Baseline
-40%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-40%
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
465
A: 20 / B: 445
Series A
Federal Debt
GFDEBTN
FRED · 240 raw → 240 prepared
Series B
AUD/USD Exchange Rate
DEXUSAL
FRED · 13,878 raw → 665 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
-0.0000
Linear regression slope.
Intercept
0.9353
Linear regression intercept.
Saved 2 weeks ago · ID: fred-dexusal_fred-gfdebtn_monthly_5y