# data/README.md — F3-conf-04

# cpi_monthly.csv

• Series: Bank of Canada Valet series V41690973 — Total CPI (Consumer Price Index, all-items, Canada, index 2002 = 100, not seasonally adjusted, monthly; published by Statistics Canada, table 18-10-0004-01, redistributed by the Bank of Canada).
• Retrieval URL: https://www.bankofcanada.ca/valet/observations/V41690973/json?start_date=1995-01-01
• Retrieved (UTC): 2026-10-30T03:25:10Z. Terms: https://www.bankofcanada.ca/terms/
• Format: month (YYYY-MM-01), cpi (index, one decimal, as served). 381 rows, 1995-01 to 2026-09-01. SHA-256 855d069176369d30d02cbbe0cc6456b76d2f3967cdaabc1b362c2461ef9015a2.

# cpi_quarterly.csv

Derived from the monthly file: quarter (first month of the quarter, YYYY-MM-01), cpi_avg (arithmetic mean of the three monthly index values, 6 decimals), infl_annualised (target series: 400 × (ln cpi_avg_q − ln cpi_avg_{q−1}), percent at annual rate, 6 decimals; empty for 1995Q1). Only complete quarters (three months) are included: 127 rows, 1995Q1 to 2026-07-01. SHA-256 c8652dec1567ec35e3b84ee8fa55545e9bf0ae4990a4d6d05b89a6d22f6801ea. Because the index is not seasonally adjusted, the quarterly inflation series has a pronounced seasonal pattern.

# Vintage caveat

The CPI is not revised after publication (except for the periodic basket updates applied to the index chain by Statistics Canada), so the current vintage is essentially the real-time series; nevertheless the exercise treats a quarter's value as known at the end of that quarter (the actual publication occurs about three weeks after the last month), and no claim of historical real-time performance is made.