Lead-lag Explorer

Does one series tend to move before the other? The correlation of X's change with Y's change k periods later, for every k. A pattern in past data; it says nothing about cause.

UST 10YR → USD/IDR · 490 common changes

Data ↓

Convention: lag +k = X's change against Y's change k trading days later, so a peak at +k means X has tended to move first; a peak at −k means Y has. Largest absolute correlation (n ≥ 20): +1.

Lag	-20	-19	-18	-17	-16	-15	-14	-13	-12	-11	-10	-9	-8	-7	-6	-5	-4	-3	-2	-1	+0	+1	+2	+3	+4	+5	+6	+7	+8	+9	+10	+11	+12	+13	+14	+15	+16	+17	+18	+19	+20
r	−0.06	−0.01	−0.05	−0.06	0.01	0.01	0.00	0.04	−0.06	0.02	0.03	0.00	−0.11	0.00	0.03	−0.08	−0.01	−0.02	−0.02	−0.02	0.14	0.19	0.12	0.05	0.06	−0.06	0.07	0.00	0.05	−0.04	0.05	0.08	−0.01	−0.01	0.06	−0.04	−0.13	0.05	0.00	−0.14	0.02
n	470	471	472	473	474	475	476	477	478	479	480	481	482	483	484	485	486	487	488	489	490	489	488	487	486	485	484	483	482	481	480	479	478	477	476	475	474	473	472	471	470