Print Page  
MISC / TIME SERIES IDs
#CABGDP2
Full Description

Usage

You can use these IDs in functions that have a series parameter. For example to retrieve the latest value for the 3 month T-Bill you can use the Close(bars,series) functions and enter either:

Close(0,##UST3MO)

Series ID Description
#BOND20YRThe yield of the 20-year Treasury bond, calculated as an average of issues. CompuStat provides monthly spot checks of the daily yield on the last day of the month.
#BOND30YRThe yield of the 30-year Treasury bond, calculated as an average of issues. CompuStat provides monthly spot checks of the daily yield on the last day of the month.
#CABGDP2The working capital of the United States divided by Gross Domestic Product and expressed in percentage points. Negative for deficits.
#CPIThe Consumer Price Index is a commonly used measure of inflation. It is the price of a weighted basket of goods compared to their price at some point in the past. In the case of the number presented here, the basket includes energy and food (things that are sometimes omitted) and the initial reference (which is equal to 100 by definition) is an average of prices collected in the period 1982-1984. The series that we are providing is seasonally adjusted. For convenient reference, the CPI was 164.4 on 12/31/1998, the day before the earliest date available for backtesting.
#EMPLOYThe number of people currently employed in non-farm jobs in the United States. It is expressed in thousands of people.
#FEDFUNDSThe Fed Funds rate is the average percentage rate that banks charged each other to lend money overnight the previous day. It is one of the most important rates affecting the money supply. It is expressed in percentage points. Note that while this is calculated each day, CompuStat provides a monthly sampling taken from the last day of each month.
#GDPThe Gross Domestic Product of the United States. It is expressed in billions of chained (inflation-normalized) 2009 dollars, so that it can be examined across time periods without regard to inflation.
#HOUSETotal new residential housing starts in thousands of units. It is calculated monthly.
#M1The M1 Money Stock is money that is available for immediate spending. It includes circulating currency, travellers checks issued and funds in demand deposit accounts. It is expressed in billions of dollars and is seasonally adjusted. This time series is usually used as a component of the velocity of money, a measure of "currency turnover", and an indicator of economic activity.
#M2The M2 Money Stock includes all the components of M2 as well as bank reserves used for lending. It is expressed in billions of dollars and is seasonally adjusted. M2 is the measure of money supply most commonly used to analyze inflation. Furthermore, it can be used as a component of the velocity of money, a measure of "currency turnover", and an indicator of economic activity.
#NOTE10YRThe yield of the 10-year Treasury note, calculated as an average of issues. CompuStat provides monthly spot checks of the daily yield on the last day of the month.
#NOTE2YRThe yield of the 2-year Treasury note, calculated as an average of issues.CompuStat provides monthly spot checks of the daily yield on the last day of the month.
#NOTE3YRThe yield of the 3-year Treasury note, calculated as an average of issues. CompuStat provides monthly spot checks of the daily yield on the last day of the month.
#NOTE5YRThe yield of the 5-year Treasury note, calculated as an average of issues. CompuStat provides monthly spot checks of the daily yield on the last day of the month.
#NOTE7YRThe yield of the 7-year Treasury note, calculated as an average of issues. CompuStat provides monthly spot checks of the daily yield on the last day of the month.
#POPTTotal U.S. Population, including Armed Forces overseas, in thousands of people.
#PPIThe Producer Price Index is a commonly used measure of inflation. It is the price of a weighted basket of finished wholesale goods compared to their price at some point in the past. In the case of the number presented here, the initial reference (which is equal to 100 by definition) is prices from 1982. The series that we are providing is seasonally adjusted. For convenient reference, the PPI was 131.3 on 12/31/1998, the day before the earliest date available for backtesting.
#PRIMEThe Prime Rate is the minimum rate at which banks lend to customers. It is generally reported as an average of the rate that the largest banks lend at. It is reported here monthly and in percentage points.
#RTLSALESTotal retail sales excluding food services in the United States. This is reported monthly, is seasonally adjusted, and is in millions of dollars.
#TBILL12MThe yield of the 12-month Treasury bill, calculated as an average of issues. CompuStat provides monthly spot checks of the daily yield on the last day of the month.
#TBILL3MThe yield of the 3-month Treasury bill, calculated as an average of issues. CompuStat provides monthly spot checks of the daily yield on the last day of the month.
#TBILL6MThe yield of the 6-month Treasury bill, calculated as an average of issues. CompuStat provides monthly spot checks of the daily yield on the last day of the month.
#UNEMPThe U.S. Unemployment Rate, seasonally adjusted, and expressed monthly in percentage points. Note that this is a percentage of those who are in the labor force, defined aspeople 16 years of age and older, who currently reside in 1 of the 50 states or the District of Columbia, who do not reside in institutions (e.g., penal and mental facilities, homes for the aged), and who are not on active duty in the Armed Forces.