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Correlation
of values
-47%
In sync
of periods
56%
History
monthsmonths · through 2025-10
204
These move in the same direction about 56% of the time
Their swing sizes loosely mirror each other (~22% 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)
56.5%
Headline metric
Movement correlation(i)
-47%
Based on values
95% CI
-57% → -36%
Pipeline
Pipeline Summary
204 paired data points survived the monthly window.
Raw input
13,878
204
Normalized
13,878
204
Prepared
665
204
Aligned
204
204
Invalid removed
Likely range of correlation
R²(i)
22.4%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
204
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
-47%
No shift — both series at their actual dates.
204 overlapping points at this shift
Baseline
-47%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-47%
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
461
A: 461 / B: 0
Series A
AUD/USD Exchange Rate
DEXUSAL
FRED · 13,878 raw → 665 prepared
Series B
South Korea Home Prices
QKRN628BIS
FRED · 204 raw → 204 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
-100.4339
Linear regression slope.
Intercept
157.9650
Linear regression intercept.
Saved 2 weeks ago · ID: fred-dexusal_fred-qkrn628bis_monthly_5y