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US inflation signals (CPI/PCE YoY momentum, core gaps, anomalies, forecasts)

Signals derived from FRED's US inflation series: 30-period annualized volatility of monthly changes, 3-month momentum, year-over-year percent change (the headline inflation gauge), 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-month cross-series volatility rank, plus the core-vs-headline CPI gap and the core-PCE-vs-headline spread. Covers CPIAUCSL (headline CPI, seasonally adjusted), CPILFESL (core CPI), PCEPILFE (core PCE price index — the Fed's preferred gauge) and PPIACO (producer prices, all commodities). All rows are normalized to country_code USA so they join cleanly with US macro data. Raw series: Federal Reserve Bank of St. Louis (FRED).

Source: Inflation Signals (derived)3,965 rowsUpdated: 9/22/2026
inflationcpipceppicore-inflationvolatilitymomentumanomaly-detectionforecastingsignalsfred

Quality

97

Attribution

Federal Reserve Bank of St. Louis (FRED; derived signals by Frontier Data Hub)

Schema

ColumnTypeDescription
datestringObservation date (FRED API field date; YYYY-MM-DD).
countrystring
country_codestring
series_idstringFRED series ID, e.g. CPIAUCSL, CPILFESL, PCEPILFE, PPIACO; resolves to the series page at https://fred.stlouisfed.org/series/<id>.
series_labelstringOfficial FRED series title as published for the series.
valuefloatObservation value as published by FRED for this series (price indices: CPIAUCSL and CPILFESL with base 1982-1984=100, PCEPILFE with base 2017=100, PPIACO with base 1982=100); see the series notes for methodology and revisions.
volatility_30dfloat
momentum_3mfloat
yoy_change_pctfloat
anomaly_flaginteger
forecast_1mfloat
rankinteger
core_headline_gapfloat
core_pce_gapfloat

Sample rows

datecountrycountry_codeseries_idseries_labelvaluevolatility_30dmomentum_3myoy_change_pctanomaly_flagforecast_1mrankcore_headline_gapcore_pce_gap
1913-01-01United StatesUSAPPIACOProducer Price Index by Commodity: All Commodities12.10
1913-02-01United StatesUSAPPIACOProducer Price Index by Commodity: All Commodities120
1913-03-01United StatesUSAPPIACOProducer Price Index by Commodity: All Commodities120
1913-04-01United StatesUSAPPIACOProducer Price Index by Commodity: All Commodities12-0.099999999999999640
1913-05-01United StatesUSAPPIACOProducer Price Index by Commodity: All Commodities11.9-0.099999999999999640

Download sample data

Download the full sample snapshot for this dataset (sample rows, not the complete dataset).

Use with an LLM

Point any LLM at the metadata endpoint — the documentation above is machine-readable too (JSON-LD + Croissant).

cURL

curl "https://datazimuts.com/v1/datasets/inflation_signals/us_inflation_signals" | jq '{title, rows, columns_count, license}'

Python

import requests

ds = requests.get("https://datazimuts.com/v1/datasets/inflation_signals/us_inflation_signals").json()
print(ds["title"], ds["rows"], "rows")

# Sample rows for an LLM context window
for row in ds.get("sample_rows", [])[:5]:
    print(row)

API endpoint: https://datazimuts.com/v1/datasets/inflation_signals/us_inflation_signals

Tip: fetch /llms.txt for the full machine-readable catalog.