Relationship Lab

How a series has moved with others: the correlation of daily changes (% for prices, bp for rates) over 1 and 3 years, the beta, a rolling correlation and whether one tends to move first. Correlation is not causation, and it changes over time.

Turkey GDP growth YoY against…

Series	1M ↓	3M	1Y	3Y	3M − 3Y	Beta 1Y
JCI (IHSG) jci	–	–	–	–	–	–	scatter
LQ45 lq45	–	–	–	–	–	–	scatter
INDOGB 10YR id10y	–	–	–	–	–	–	scatter
USD/IDR usdidr	–	–	–	–	–	–	scatter
S&P 500 spx	–	–	–	–	–	–	scatter
Nasdaq 100 ndx	–	–	–	–	–	–	scatter
PHLX Semiconductor (SOX) sox	–	–	–	–	–	–	scatter
UST 2YR ust2y	–	–	–	–	–	–	scatter
UST 10YR ust10y	–	–	–	–	–	–	scatter
DXY dxy	–	–	–	–	–	–	scatter
Gold gold	–	–	–	–	–	–	scatter
Brent brent	–	–	–	–	–	–	scatter
Newcastle coal coal	–	–	–	–	–	–	scatter
Copper copper	–	–	–	–	–	–	scatter
Bitcoin btc	–	–	–	–	–	–	scatter
Turkey Industrial production YoY tvm_TR_ipyy	–	–	–	–	–	–	scatter
Brazil GDP growth YoY tvm_BR_gdpyy	–	–	–	–	–	–	scatter
Brazil Industrial production YoY tvm_BR_ipyy	–	–	–	–	–	–	scatter
China GDP growth YoY tvm_CN_gdpyy	–	–	–	–	–	–	scatter
China Industrial production YoY tvm_CN_ipyy	–	–	–	–	–	–	scatter
India GDP growth YoY tvm_IN_gdpyy	–	–	–	–	–	–	scatter
India Industrial production YoY tvm_IN_ipyy	–	–	–	–	–	–	scatter
Indonesia GDP growth YoY tvm_ID_gdpyy	–	–	–	–	–	–	scatter

Compared with the headline cross-asset series and the series in the same catalog category and country. Changes are matched on common dates. Beta = change in Turkey GDP growth YoY per unit change in the other series (least squares, 1 year). Amber: fewer than 20 common changes (hover a value for its n). Stability: the 3-month correlation minus the 3-year one; ⇄ marks opposite signs. A change in correlation describes the past; it does not say the relationship has broken or will return. Data ↓

Turkey GDP growth YoY · JCI (IHSG)

20 60 120 252

Not enough common dates for a rolling correlation.

Rolling correlation of daily changes over the last 60 common readings, last 3 years.

Who moves first? (1 year)

Lag (readings)	-10	-9	-8	-7	-6	-5	-4	-3	-2	-1	+0	+1	+2	+3	+4	+5	+6	+7	+8	+9	+10
correlation	–	–	–	–	–	–	–	–	–	–	–	–	–	–	–	–	–	–	–	–	–

Lag +k: today's change in Turkey GDP growth YoY against the change in JCI (IHSG) k readings later (positive = the first one leads). A peak away from 0 is a description of the past year only.