US output & business-cycle signals (industrial production momentum, capacity utilization, recession streaks, anomalies, forecasts)
Signals derived from FRED's US output and business-cycle series: 30-period annualized volatility of monthly changes, 3-month momentum, year-over-year percent change, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-month cross-series volatility rank, and the NBER recession-month streak counter. Covers INDPRO (industrial production index), TCU (capacity utilization), DGORDER (manufacturers' durable goods orders) and USREC (NBER recession indicator). 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).
Qualité
Attribution
Federal Reserve Bank of St. Louis (FRED; derived signals by Frontier Data Hub)
Schéma
| Colonne | Type | Description |
|---|---|---|
| date | string | Observation date (FRED API field date; YYYY-MM-DD). |
| country | string | |
| country_code | string | |
| series_id | string | FRED series ID, e.g. INDPRO, TCU, DGORDER, USREC; resolves to the series page at https://fred.stlouisfed.org/series/<id>. |
| series_label | string | Official FRED series title as published for the series. |
| value | float | Observation value as published by FRED for this series (INDPRO industrial production index with base 2017=100; TCU capacity utilization in percent; DGORDER durable goods orders in millions of dollars; USREC NBER recession indicator, 1 or 0); see the series notes for methodology and revisions. |
| volatility_30d | float | |
| momentum_3m | float | |
| yoy_change_pct | float | |
| anomaly_flag | integer | |
| forecast_1m | float | |
| rank | integer | |
| recession_streak | float |
Exemple de lignes
| date | country | country_code | series_id | series_label | value | volatility_30d | momentum_3m | yoy_change_pct | anomaly_flag | forecast_1m | rank | recession_streak |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1854-12-01 | United States | USA | USREC | NBER based Recession Indicators for the United States from the Period following the Peak through the Trough | 1 | — | — | — | 0 | — | — | 1 |
| 1855-01-01 | United States | USA | USREC | NBER based Recession Indicators for the United States from the Period following the Peak through the Trough | 0 | — | — | — | 0 | — | — | 0 |
| 1855-02-01 | United States | USA | USREC | NBER based Recession Indicators for the United States from the Period following the Peak through the Trough | 0 | — | — | — | 0 | — | — | 0 |
| 1855-03-01 | United States | USA | USREC | NBER based Recession Indicators for the United States from the Period following the Peak through the Trough | 0 | — | -1 | — | 0 | — | — | 0 |
| 1855-04-01 | United States | USA | USREC | NBER based Recession Indicators for the United States from the Period following the Peak through the Trough | 0 | — | 0 | — | 0 | — | — | 0 |
Télécharger un échantillon
Téléchargez l'échantillon complet de ce jeu de données (lignes d'exemple, pas le jeu complet).
Utiliser avec un LLM
Dirigez n’importe quel LLM vers le point d’accès des métadonnées — la documentation ci-dessus est aussi lisible par machine (JSON-LD + Croissant).
cURL
curl "https://datazimuts.com/v1/datasets/output_signals/us_output_business_cycle_signals" | jq '{title, rows, columns_count, license}'Python
import requests
ds = requests.get("https://datazimuts.com/v1/datasets/output_signals/us_output_business_cycle_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)Point d’accès API: https://datazimuts.com/v1/datasets/output_signals/us_output_business_cycle_signals
Astuce : récupérez /llms.txt pour le catalogue complet lisible par machine.