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Correlation
of values
+41%
In sync
of periods
46%
History
monthsmonths · through 2026-05
245
These move in the same direction about 46% of the time
Their swing sizes loosely line up (~17% 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.
What to Watch
Total Vehicle Sales moves ~18 months before US Dollar Index
Watch Total Vehicle Sales for an early read on US Dollar Index.
Holds in both up and down markets
The relationship is similar whether prices are rising or falling — reliable in both directions.
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)
45.9%
Headline metric
Movement correlation(i)
+41%
Based on values
95% CI
+30% → +51%
Likely range of correlation
Pipeline
Pipeline Summary
245 paired data points survived the monthly window.
Raw input
605
5,121
Normalized
605
5,121
Prepared
605
246
Aligned
245
245
Invalid removed
R²(i)
17.0%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
245
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
+18 months
Correlation at this shift
+50%
+9% stronger than no-shift baseline
US Dollar Index shifted 18 months earlier. Reads: "Does Total Vehicle Sales today line up with US Dollar Index 18 months from now?"
227 overlapping points at this shift
Baseline
+41%
No-shift correlation, matching the main time-series chart above.
Peak shift
+18 months
+50%
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
+10%
60 periods · Return correlation when both series rose
Both Falling
+6%
52 periods · Return correlation when both series fell
Diverging
-52%
132 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
361
A: 360 / B: 1
Series A
Total Vehicle Sales
TOTALSA
FRED · 605 raw → 605 prepared
Series B
US Dollar Index
DTWEXAFEGS
FRED · 5,121 raw → 246 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
11
Estimated crossover points between normalized spreads.
Slope
2.0089
Linear regression slope.
Intercept
70.6109
Linear regression intercept.
Saved last month · ID: fred-dtwexafegs_fred-totalsa_monthly_5y