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Correlation
of values
-57%
In sync
of periods
42%
History
monthsmonths · through 2024-01
51
These move in the same direction about 42% of the time
Their swing sizes loosely mirror each other (~32% 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.
What to Watch
AUD/USD Exchange Rate moves ~18 months before Real Median Personal Income in the United States
Watch AUD/USD Exchange Rate for an early read on Real Median Personal Income in the United States.
Advanced
Statistics
In sync(i)
42.0%
Headline metric
Movement correlation(i)
-57%
Based on values
95% CI
-73% → -34%
Pipeline
Pipeline Summary
51 paired data points survived the monthly window.
Raw input
51
13,878
Normalized
51
13,878
Prepared
51
665
Aligned
51
51
Invalid removed
Likely range of correlation
R²(i)
31.9%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
51
Thin
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
-18 months
Correlation at this shift
-76%
+19% stronger than no-shift baseline
AUD/USD Exchange Rate shifted 18 months later. Reads: "Does Real Median Personal Income in the United States today line up with AUD/USD Exchange Rate 18 months ago?"
33 overlapping points at this shift
Baseline
-57%
No-shift correlation, matching the main time-series chart above.
Peak shift
-18 months
-76%
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
614
A: 0 / B: 614
Series A
Real Median Personal Income in the United States
MEPAINUSA672N
FRED · 51 raw → 51 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
1.6086
Linear regression intercept.
Saved 2 weeks ago · ID: fred-dexusal_fred-mepainusa672n_monthly_5y