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Correlation
of values
+30%
In sync
of periods
47%
History
weeksweeks · through 2026-20
2,876
These move in the same direction about 47% 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.
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)
47.2%
Headline metric
Movement correlation(i)
+30%
Based on values
95% CI
+27% → +34%
Pipeline
Pipeline Summary
2,876 paired data points survived the weekly window.
Raw input
2,878
13,878
Normalized
2,878
13,878
Prepared
2,878
2,888
Aligned
2,876
2,876
Invalid removed
Likely range of correlation
R²(i)
9.2%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
2,876
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
+30%
No shift — both series at their actual dates.
2,876 overlapping points at this shift
Baseline
+30%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+30%
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
14
A: 2 / B: 12
Series A
30Y Mortgage Rate
MORTGAGE30US
FRED · 2,878 raw → 2,878 prepared
Series B
AUD/USD Exchange Rate
DEXUSAL
FRED · 13,878 raw → 2,888 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
26
Estimated crossover points between normalized spreads.
Slope
0.0209
Linear regression slope.
Intercept
0.6877
Linear regression intercept.
Saved 2 weeks ago · ID: fred-dexusal_fred-mortgage30us_weekly_5y