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Home > Releases > Chicago Fed National Activity Index > Chicago Fed National Activity Index: Diffusion Index (CFNAIDIFF)

Chicago Fed National Activity Index: Diffusion Index (CFNAIDIFF)

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Units:  Levels | Chg. | Chg. from Yr. Ago | % Chg. | % Chg. from Yr. Ago | Comp. Annual Rate of Chg. | Cont. Comp. Rate of Chg. | Cont. Comp. Annual Rate of Chg.
Notes: Growth Rate Calculations | US recession dates
  Real-Time Period
Title Start     End     

Chicago Fed National Activity Index: Diffusion Index 2012-06-25 Current
 
Source    

Federal Reserve Bank of Chicago 2012-06-25 Current
 
Release    

Chicago Fed National Activity Index 2012-06-25 Current
 
Units    

Index 2012-06-25 Current
 
Frequency    

Monthly 2012-06-25 Current
 
Seasonal Adjustment    

Not Seasonally Adjusted 2012-06-25 Current
 
Notes    

The CFNAI Diffusion Index is a metric based on the magnitude of the weight given to each of the underlying indicators in the CFNAI when constructing the index as their weighted average. The index is calculated as the sum of the absolute values of the underlying indicators whose contribution to the CFNAI is positive in a given month less the sum of the absolute values of the weights for those indicators whose contribution is negative or neutral, expressed as a proportion of the total sum of the absolute values of the weights. By construction, the sum of the absolute values of the CFNAI weights is one. To make this measure comparable to the CFNAI-MA3, the three-month moving average is calculated. Source: http://www.chicagofed.org/digital_assets/publications/cfnai/background/cfnai_background.pdf

2012-06-25 Current
 

Related Categories

Money, Banking, & Finance > Financial Indicators > Financial Activity Measures


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