US trimmed-mean inflation signals (Dallas Fed underlying-inflation gauges)
Monthly underlying-inflation signals from the Dallas Fed trimmed-mean PCE rate (redistributed by FRED, 1977-01 ->): 3-month momentum, 30-month change volatility, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, cross-series ranks, the trimmed-mean-vs-headline and trimmed-mean-vs-core PCE spreads, and above-target (>2%) / high-underlying (>3%) regime flags. 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); underlying data: Federal Reserve Bank of Dallas, U.S. Bureau of Economic Analysis.
Quality
Attribution
Federal Reserve Bank of St. Louis (FRED; underlying data: Federal Reserve Bank of Dallas and U.S. Bureau of Economic Analysis; derived signals by Frontier Data Hub)
Schema
| Column | Type | Description |
|---|---|---|
| date | string | Observation date (FRED API field date; YYYY-MM-DD). |
| country | string | |
| country_code | string | |
| series_id | string | FRED series ID: PCETRIM12M159SFRBDAL (Trimmed Mean PCE Inflation Rate, Federal Reserve Bank of Dallas), PCEPI (Personal Consumption Expenditures: Chain-type Price Index, U.S. Bureau of Economic Analysis), or PCEPILFE (core PCE price index excluding food and energy, BEA). |
| series_label | string | Official FRED series title as published for the series. |
| value | float | 12-month percent change in prices. PCETRIM12M159SFRBDAL is published directly as a 12-month rate; PCEPI and PCEPILFE are converted from index levels to 12-month percent changes in this connector. |
| momentum_3m | float | |
| volatility_30d | float | |
| anomaly_flag | integer | |
| forecast_1m | float | |
| rank | integer | |
| trimmed_headline_spread | float | |
| trimmed_core_spread | float | |
| above_target_flag | integer | |
| high_underlying_flag | integer |
Sample rows
| date | country | country_code | series_id | series_label | value | momentum_3m | volatility_30d | anomaly_flag | forecast_1m | rank | trimmed_headline_spread | trimmed_core_spread | above_target_flag | high_underlying_flag |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1960-01-01 | United States | USA | PCEPI | Personal Consumption Expenditures: Chain-type Price Index | 1.6948034819308955 | — | — | 0 | — | 1 | — | — | 0 | 0 |
| 1960-02-01 | United States | USA | PCEPI | Personal Consumption Expenditures: Chain-type Price Index | 1.6997167138810054 | — | — | 0 | — | 1 | — | — | 0 | 0 |
| 1960-03-01 | United States | USA | PCEPI | Personal Consumption Expenditures: Chain-type Price Index | 1.6920139574692294 | — | — | 0 | — | 1 | — | — | 0 | 0 |
| 1960-04-01 | United States | USA | PCEPI | Personal Consumption Expenditures: Chain-type Price Index | 1.859517708128 | 0.16471422619710463 | — | 0 | — | 1 | — | — | 0 | 0 |
| 1960-05-01 | United States | USA | PCEPI | Personal Consumption Expenditures: Chain-type Price Index | 1.9110790044000847 | 0.2113622905190793 | — | 0 | — | 1 | — | — | 0 | 0 |
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/trimmed_mean_inflation_signals/us_trimmed_mean_inflation_signals" | jq '{title, rows, columns_count, license}'Python
import requests
ds = requests.get("https://datazimuts.com/v1/datasets/trimmed_mean_inflation_signals/us_trimmed_mean_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/trimmed_mean_inflation_signals/us_trimmed_mean_inflation_signals
Tip: fetch /llms.txt for the full machine-readable catalog.