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Correlation
of values
+30%
In sync
of periods
55%
History
monthsmonths · through 2024-01
25
These move in the same direction about 55% of the time
Their swing sizes only faintly line up (~9% 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.
What to Watch
Slipping looser
The recent pattern is looser than its long-run baseline — keep an eye on whether this sticks.
USD/VES Exchange Rate moves ~15 months before Real Median Personal Income in the United States
Watch USD/VES Exchange Rate for an early read on Real Median Personal Income in the United States.
Flips between sync and inverse
Sometimes the two move together, sometimes opposite. Don't treat this as a stable signal.
Advanced
Statistics
In sync(i)
55.0%
Headline metric
Movement correlation(i)
+30%
Based on values
95% CI
-11% → +62%
Pipeline
Pipeline Summary
25 paired data points survived the monthly window.
Raw input
51
6,606
Normalized
51
6,606
Prepared
51
317
Aligned
25
25
Invalid removed
Likely range of correlation
R²(i)
9.0%
Variance explained
Significance
n.s.
Statistical confidence
Data points
25
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: -15 to 15 months.
Selected shift
-15 months
Correlation at this shift
+91%
+61% stronger than no-shift baseline
USD/VES Exchange Rate shifted 15 months later. Reads: "Does Real Median Personal Income in the United States today line up with USD/VES Exchange Rate 15 months ago?"
10 overlapping points at this shift
Baseline
+30%
No-shift correlation, matching the main time-series chart above.
Peak shift
-15 months
+91%
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.
Do They Crash Together?
How these series behave when markets are rising, falling, or diverging. A correlation that holds in drawdowns is very different from one that only works in rallies.
Both Rising
-38%
9 periods · Return correlation when both series rose
Both Falling
N/A
2 periods · Return correlation when both series fell
Diverging
-0%
13 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
318
A: 26 / B: 292
Series A
Real Median Personal Income in the United States
MEPAINUSA672N
FRED · 51 raw → 51 prepared
Series B
USD/VES Exchange Rate
DEXVZUS
FRED · 6,606 raw → 317 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
2
Estimated crossover points between normalized spreads.
Slope
29.7970
Linear regression slope.
Intercept
-1098904.7254
Linear regression intercept.
Saved 2 weeks ago · ID: fred-dexvzus_fred-mepainusa672n_monthly_5y