Loading market view
Loading market view
Loading correlations
Correlation
of values
-29%
In sync
of periods
—
History
monthsmonths · through 2024-01
26
These move together
Their swing sizes only faintly mirror each other (~9% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
Both lines start at the same point — easy to compare when growth rates are similar.
Advanced
Statistics
In sync(i)
N/A
Headline metric
Movement correlation(i)
-29%
Based on values
95% CI
-61% → +10%
Pipeline
Pipeline Summary
26 paired data points survived the monthly window.
Raw input
51
6,864
Normalized
51
6,864
Prepared
51
329
Aligned
26
26
Invalid removed
Likely range of correlation
R²(i)
8.7%
Variance explained
Significance
n.s.
Statistical confidence
Data points
26
Limited
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: 0 to 0 months.
Selected shift
No shift
Correlation at this shift
-29%
No shift — both series at their actual dates.
26 overlapping points at this shift
Baseline
-29%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-29%
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
328
A: 25 / B: 303
Series A
Real Median Personal Income in the United States
MEPAINUSA672N
FRED · 51 raw → 51 prepared
Series B
EUR/USD Exchange Rate
DEXUSEU
FRED · 6,864 raw → 329 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
1.7574
Linear regression intercept.
Saved 2 weeks ago · ID: fred-dexuseu_fred-mepainusa672n_monthly_5y