| Group | Description | Transformation | Period |
|---|---|---|---|
| 1 | Real personal income | 1 | All |
| 1 | Real personal income excluding current transfer receipts | 1 | All |
| 4 | Real personal consumption expenditures (chain-type quantity index) | 1 | 2003:12– |
| 4 | Real manufacturing and trade industries sales | 1 | All |
| 4 | Real retail and food services sales | 1 | All |
| 1 | Industrial production index | 1 | All |
| 1 | Industrial production: Final products and nonindustrial supplies | 1 | All |
| 1 | Industrial production: Final products (market group) | 1 | All |
| 1 | Industrial production: Consumer goods | 1 | All |
| 1 | Industrial Production: Durable consumer goods | 1 | 2002:11– |
| 1 | Industrial production: Nondurable consumer goods | 1 | 2002:11– |
| 1 | Industrial production: Business equipment | 1 | 2002:11– |
| 1 | Industrial production: Materials | 1 | All |
| 1 | Industrial production: Durable materials | 1 | 2002:11– |
| 1 | Industrial production: Nondurable materials | 1 | 2002:11– |
| 1 | Industrial production: Manufacturing (SIC) | 1 | All |
| 1 | Industrial Production: Residential utilities | 1 | 2002:11– |
| 1 | Industrial production: Fuels | 1 | 2002:11– |
| 1 | Capacity utilization: Manufacturing (SIC) | 2 | All |
| 2 | Civilian labor force | 1 | All |
| 2 | Civilian employment level | 1 | All |
| 2 | Civilian unemployment rate | 2 | All |
| 2 | Average (mean) duration of unemployment | 2 | All |
| 2 | Number of civilians unemployed for less than 5 Weeks | 1 | All |
| 2 | Number of civilians unemployed for 5–14 weeks | 1 | All |
| 2 | Number of civilians unemployed for 15 weeks and over | 1 | All |
| 2 | Number of civilians unemployed for 15–26 weeks | 1 | All |
| 2 | Number of civilians unemployed for 27 weeks and over | 1 | All |
| 2 | Initial claims | 1 | All |
| 2 | All employees: Total nonfarm payrolls | 1 | All |
| 2 | All employees: Goods-producing industries | 1 | All |
| 2 | All employees: Mining and logging: Mining | 1 | All |
| 2 | All employees: Construction | 1 | All |
| 2 | All employees: Manufacturing | 1 | All |
| 2 | All employees: Durable goods | 1 | All |
| 2 | All employees: Nondurable goods | 1 | All |
| 2 | All employees: Service-providing industries | 1 | All |
| 2 | All employees: Trade, transportation and utilities | 1 | 2003:05– |
| 2 | All employees: Wholesale trade | 1 | All |
| 2 | All employees: Retail trade | 1 | All |
| 2 | All employees: Financial activities | 1 | All |
| 2 | All employees: Government | 1 | All |
| 2 | Average weekly hours of production and nonsupervisory employees: Goods-producing | 2 | All |
| 2 | Average weekly overtime hours of production and nonsupervisory employees: Manufacturing | 2 | All |
| 2 | Average weekly hours of production and nonsupervisory employees: Manufacturing | 2 | All |
| 3 | Housing Starts: Total: new rivately owned housing units started | 1 | All |
| 3 | Housing starts in Northeast census region | 1 | All |
| 3 | Housing starts in Midwest census region | 1 | All |
| 3 | Housing starts in South census region | 1 | All |
| 3 | Housing starts in West census region | 1 | All |
| 3 | New private housing units authorized by building [ermits | 1 | All |
| 3 | New private housing units authorized by building permits in the Northeast census region | 1 | All |
| 3 | New private housing units authorized by building permits in the Midwest census region | 1 | All |
| 3 | New private housing units authorized by building permits in the South census region | 1 | All |
| 3 | New private housing units authorized by building permits in the West census region | 1 | All |
| 4 | Manufacturers’ new orders: Durable goods | 1 | All |
| 4 | New orders for nondefense capital goods | 1 | All |
| 4 | Value of manufacturers’ unfilled orders for durable goods industries | 1 | All |
| 4 | Total business inventories | 1 | All |
| 4 | Total business: Inventories to sales ratio | 2 | All |
| 5 | M1 money stock | 1 | All |
| 5 | M2 money stock | 1 | All |
| 5 | Real M2 money stock | 1 | All |
| 5 | St. Louis adjusted monetary base | 1 | All |
| 5 | Total reserves of depository institutions | 1 | All |
| 5 | Reserves of depository institutions. nonborrowed | 1 | All |
| 5 | Commercial and industrial loans. all commercial banks | 1 | All |
| 5 | Real estate loans. all commercial banks | 1 | All |
| 5 | Total nonrevolving credit owned and securitized. outstanding | 1 | All |
| 5 | Nonrevolving consumer credit to personal income | 1 | All |
| 8 | S&P 500 | 1 | All |
| 8 | S&P 500 industries | 1 | All |
| 8 | S&P dividend yield | 1 | All |
| 8 | S&P PE ratio | 1 | All |
| 6 | Effective federal funds rate | 2 | All |
| 6 | 3 Month AA financial commercial paper rate | 2 | All |
| 6 | 3 Month treasury bill: Secondary market rate | 2 | All |
| 6 | 6 Month treasury bill: Secondary market rate | 2 | All |
| 6 | 1 Year treasury constant maturity rate | 2 | All |
| 6 | 5 Year treasury constant maturity rate | 2 | All |
| 6 | 10 Year treasury constant maturity rate | 2 | All |
| 6 | Moody’s Seasoned Aaa Corporate Bond Yield | 2 | All |
| 6 | Moody’s Seasoned Baa Corporate Bond Yield | 2 | All |
| 9 | 3 Months commercial paper minus federal funds rate | 0 | All |
| 9 | 3 Months treasury bill minus federal funds rate | 0 | All |
| 9 | 6 Months treasury bill minus federal funds rate | 0 | All |
| 9 | 1 year treasury constant maturity minus federal funds rate | 0 | All |
| 9 | 5 years treasury constant maturity minus federal funds rate | 0 | All |
| 9 | 10 years treasury constant maturity minus federal funds rate | 0 | All |
| 9 | Moody’s seasoned Aaa corporate bond minus federal funds rate | 0 | All |
| 9 | Moody’s seasoned baa corporate bond minus federal funds rate | 0 | All |
| 10 | Switzerland/U.S. foreign exchange rate | 1 | All |
| 10 | Japan/U.S. foreign exchange rate | 1 | All |
| 10 | U.S./U.K. foreign exchange rate | 1 | All |
| 10 | Canada/U.S. foreign exchange rate | 1 | All |
| 7 | Producer price index by commodity for finished goods | 3 | –2016:01 |
| 7 | Producer price Index by commodity for finished consumer goods | 3 | –2016:01 |
| 7 | Producer price index by commodity intermediate materials: Supplies and components | 3 | –2016:01 |
| 7 | Producer price index by commodity for crude materials for further processing | 3 | –2016:01 |
| 7 | Crude oil prices: West texas intermediate (WTI) – cushing, Oklahoma | 3 | All |
| 7 | Producer price index by commodity metals and metal products: Primary nonferrous metals | 3 | All |
| 7 | Consumer price index for all urban consumers: All Items | 3 | All |
| 7 | Consumer price index for all urban consumers: Apparel | 3 | All |
| 7 | Consumer price index for all urban consumers: Transportation | 3 | All |
| 7 | Consumer price index for all urban consumers: Medical care | 3 | All |
| 7 | Consumer price index for all urban consumers: Commodities | 3 | All |
| 7 | Consumer price index for all urban consumers: Durables | 3 | –2014:11 |
| 7 | Consumer price index for all urban consumers: Services | 3 | All |
| 7 | Consumer price index for all urban consumers: All items less food | 3 | All |
| 7 | Consumer price index for all urban consumers: All items less shelter | 3 | All |
| 7 | Consumer price index for all urban consumers: All items less medical care | 3 | All |
| 7 | Personal consumption expenditures: Chain-type price index | 3 | 2000:07– |
| 7 | Personal consumption expenditures: Durable goods (chain-type price index) | 3 | 2000:07– |
| 7 | Personal consumption expenditures: Nondurable goods (chain-type price index) | 3 | 2000:07– |
| 7 | Personal consumption expenditures: Services (chain-type price index) | 3 | 2000:07– |
| 2 | Average hourly earnings of production and nonsupervisory employees: Goods-Producing | 3 | All |
| 2 | Average hourly earnings of production and nonsupervisory employees: Construction | 3 | All |
| 2 | Average hourly earnings of production and nonsupervisory employees: Manufacturing | 3 | All |
| 5 | MZM money stock | 1 | All |
| 5 | Consumer motor vehicle loans owned by finance companies. outstanding | 1 | All |
| 5 | Total consumer loans and leases owned and securitized by finance companies. outstanding | 1 | All |
| 5 | Securities in bank credit at all commercial banks | 1 | All |
| 8 | CBOE S&P 100 volatility index: VXO | 1 | All |
| 7 | Producer price index by commodity for finished goods | 3 | 2016:02– |
| 7 | Producer price index by commodity for finished consumer goods | 3 | 2016:02- |
| 7 | Producer price index by commodity intermediate materials: Supplies and components | 3 | 2016:02– |
| 7 | Producer price index by commodity for crude materials for further processing | 3 | 2016:02– |
| 7 | Consumer price index for all urban consumers: durables | 3 | 2014:12– |
This column shows the group of the variable: 1, output and income; 2, labor market; 3, housing; 4, consumption, orders, and inventories; 5, money and credit; 6, interest rate; 7, prices; 8, stock market; 9, yield spread; 10, exchange rate. This column denotes the following data transformation for a series: 0, no transformation; 1, monthly growth rate; 2, monthly differences; 3, monthly differences of the yearly growth rate. Except for the period between 2004:12 and 2005:07