Moody's · Schema
Moody's Analytics Time Series
Schema for a Moody's Analytics Data Buffet time series response, representing economic, demographic, or financial observations and forecasts over a date range with associated metadata.
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Properties
| Name | Type | Description |
|---|---|---|
| mnemonic | string | The unique series mnemonic identifier following the Data Buffet naming convention. Mnemonics encode the concept, geography, and source of the data. |
| description | string | Human-readable description of the time series including the indicator name, geographic scope, and data source. |
| frequency | string | The temporal frequency of the observations in the data array. Indicates how often data points are recorded or reported. |
| source | string | The original data source or statistical agency that produces the raw data. |
| geography | string | The geographic area the series covers. Can range from global aggregates to subnational regions. |
| geographyCode | string | Standardized geographic area code (ISO 3166 country code or FIPS state/county code). |
| units | string | The unit of measurement for the series values, describing what the numeric values represent. |
| transformation | string | The mathematical transformation applied to the original data, if any. |
| category | string | The broad economic or demographic category the series belongs to. |
| startDate | string | The earliest observation date in the returned data range. |
| endDate | string | The latest observation or forecast date in the returned data range. |
| vintage | string | The vintage date of the data, representing when this revision of the data was published. Enables tracking of historical data revisions. |
| lastUpdated | string | ISO 8601 timestamp indicating when the series was last updated in the Data Buffet repository. |
| isForecast | boolean | Whether the series includes forecast values generated by Moody's Analytics proprietary macroeconomic models. |
| forecastStartDate | string | The date at which forecast data begins within the series. All observations before this date are historical actuals. |
| seasonalAdjustment | string | Whether and how the data has been seasonally adjusted. |
| data | array | Array of chronologically ordered date-value pairs representing the time series observations and/or forecasts. Each element corresponds to one period at the series frequency. |
JSON Schema
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "https://economy.com/schemas/moodys/time-series.json",
"title": "Moody's Analytics Time Series",
"description": "Schema for a Moody's Analytics Data Buffet time series response, representing economic, demographic, or financial observations and forecasts over a date range with associated metadata.",
"type": "object",
"required": [
"mnemonic",
"description",
"frequency",
"data"
],
"properties": {
"mnemonic": {
"type": "string",
"description": "The unique series mnemonic identifier following the Data Buffet naming convention. Mnemonics encode the concept, geography, and source of the data.",
"examples": [
"FGDP_US",
"EMPLPAY.IUSA",
"UCUR.IUSA",
"FHPI_US"
]
},
"description": {
"type": "string",
"description": "Human-readable description of the time series including the indicator name, geographic scope, and data source.",
"examples": [
"Gross Domestic Product, United States",
"Total Nonfarm Payrolls, United States",
"Consumer Price Index, All Urban Consumers, United States"
]
},
"frequency": {
"type": "string",
"description": "The temporal frequency of the observations in the data array. Indicates how often data points are recorded or reported.",
"enum": [
"Annual",
"Quarterly",
"Monthly",
"Weekly",
"Daily"
]
},
"source": {
"type": "string",
"description": "The original data source or statistical agency that produces the raw data.",
"examples": [
"Bureau of Labor Statistics",
"Bureau of Economic Analysis",
"Federal Reserve Board",
"International Monetary Fund",
"Eurostat",
"Moody's Analytics"
]
},
"geography": {
"type": "string",
"description": "The geographic area the series covers. Can range from global aggregates to subnational regions.",
"examples": [
"United States",
"United Kingdom",
"European Union",
"China",
"California",
"New York-Newark-Jersey City, NY-NJ-PA MSA"
]
},
"geographyCode": {
"type": "string",
"description": "Standardized geographic area code (ISO 3166 country code or FIPS state/county code).",
"examples": [
"US",
"GB",
"EU",
"CN",
"US-CA"
]
},
"units": {
"type": "string",
"description": "The unit of measurement for the series values, describing what the numeric values represent.",
"examples": [
"Billions of Chained 2017 Dollars",
"Thousands of Persons",
"Index 1982-84=100",
"Percent",
"Millions of Units"
]
},
"transformation": {
"type": "string",
"description": "The mathematical transformation applied to the original data, if any.",
"enum": [
"Level",
"SimpleDifference",
"PercentChange",
"AnnualizedGrowth",
"YearOverYearPercentChange",
"CompoundAnnualGrowthRate"
]
},
"category": {
"type": "string",
"description": "The broad economic or demographic category the series belongs to.",
"examples": [
"National Accounts",
"Labor Markets",
"Prices and Inflation",
"Housing",
"Financial Markets",
"Demographics",
"Trade",
"Government Finance"
]
},
"startDate": {
"type": "string",
"format": "date",
"description": "The earliest observation date in the returned data range."
},
"endDate": {
"type": "string",
"format": "date",
"description": "The latest observation or forecast date in the returned data range."
},
"vintage": {
"type": "string",
"format": "date",
"description": "The vintage date of the data, representing when this revision of the data was published. Enables tracking of historical data revisions."
},
"lastUpdated": {
"type": "string",
"format": "date-time",
"description": "ISO 8601 timestamp indicating when the series was last updated in the Data Buffet repository."
},
"isForecast": {
"type": "boolean",
"description": "Whether the series includes forecast values generated by Moody's Analytics proprietary macroeconomic models."
},
"forecastStartDate": {
"type": "string",
"format": "date",
"description": "The date at which forecast data begins within the series. All observations before this date are historical actuals."
},
"seasonalAdjustment": {
"type": "string",
"description": "Whether and how the data has been seasonally adjusted.",
"enum": [
"Seasonally Adjusted",
"Not Seasonally Adjusted",
"Seasonally Adjusted Annual Rate"
]
},
"data": {
"type": "array",
"description": "Array of chronologically ordered date-value pairs representing the time series observations and/or forecasts. Each element corresponds to one period at the series frequency.",
"items": {
"$ref": "#/$defs/Observation"
}
}
},
"$defs": {
"Observation": {
"type": "object",
"title": "Time Series Observation",
"description": "A single data point in the time series representing an observed historical value, a preliminary estimate, or a forecast for a specific date period.",
"required": [
"date",
"value"
],
"properties": {
"date": {
"type": "string",
"format": "date",
"description": "The observation date in YYYY-MM-DD format. For frequencies coarser than daily, this represents the period start date (e.g., 2024-01-01 for Q1 2024 or January 2024).",
"examples": [
"2024-01-01",
"2024-04-01",
"2024-07-15"
]
},
"value": {
"type": ["number", "null"],
"description": "The observed, estimated, or forecast value for this period. Null indicates missing or unavailable data.",
"examples": [
22038.2,
157.5,
3.7,
null
]
},
"status": {
"type": "string",
"description": "Indicates whether this data point is a confirmed historical observation, a preliminary estimate subject to revision, or a model-generated forecast.",
"enum": [
"History",
"Forecast",
"Preliminary"
]
}
}
}
}
}