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Correlation
of values
-33%
In sync
of periods
43%
History
weeksweeks · through 2026-20
1,428
These move in the same direction about 43% of the time
Their swing sizes only faintly mirror each other (~11% 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)
43.5%
Headline metric
Movement correlation(i)
-33%
Based on values
95% CI
-38% → -28%
Pipeline
Pipeline Summary
1,428 paired data points survived the weekly window.
Raw input
1,813
6,864
Normalized
1,813
6,864
Prepared
1,813
1,428
Aligned
1,428
1,428
Invalid removed
Likely range of correlation
R²(i)
11.0%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
1,428
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
-33%
No shift — both series at their actual dates.
1,428 overlapping points at this shift
Baseline
-33%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-33%
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
385
A: 385 / B: 0
Series A
15Y Mortgage Rate
MORTGAGE15US
FRED · 1,813 raw → 1,813 prepared
Series B
EUR/USD Exchange Rate
DEXUSEU
FRED · 6,864 raw → 1,428 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
16
Estimated crossover points between normalized spreads.
Slope
-0.0334
Linear regression slope.
Intercept
1.3389
Linear regression intercept.
Saved 2 weeks ago · ID: fred-dexuseu_fred-mortgage15us_weekly_5y