Consumer Price Index Time Series

Hi,

I would like to calculate year over year inflation as measured by the consumer price index in my simulations. Is there anything I can pass to GetSeries to do that? I want something like this:

$InflationTTM = Close(0, GetSeries(“$CPI”)) / Close(12, GetSeries(“$CPI”)) - 1

Assuming a bar is one month.

Also, is there an equivalent to #TNX for TIPS rates?

It’s for a discount rate.

Thanks,

Al

What you did looks right. Sorry to open up an old discussion.

it’s actually #CPI m the id for “Consumer Price Index, Monthly” found in MISC->SERIES->IDS->Econ Indicators. However all those ids will be either deprecated or replaced with the new point in time data we are downloading from FRED. Currently the econ data available in rules is from Compustat and it’s not point-in-time. We don’t really know what they do, probably they update all the monthly data with the latest fully revised time series