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Is there quick way to download the 85 time series (already transformed, i.e., seasonally adjusted and stationarized, if necessary) that are used to construct the Chicago Fed National Activity Index (CFNAI)?

https://www.chicagofed.org/publications/cfnai/index

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    $\begingroup$ I'm voting to close this question as off-topic because this is not related to economics. It is about how to collect some data from a website. $\endgroup$
    – luchonacho
    Commented Jun 5, 2017 at 19:36
  • $\begingroup$ I may be missing something then: what website do you suggest to download that data from? Because I just don't know where to find it! $\endgroup$
    – Wecon
    Commented Jun 7, 2017 at 8:20
  • $\begingroup$ It is a safe bet that they are either available at FRED (St. Louis Fed) as raw series, or are data you need to pay for access (in which case there’s no legitimate free source). $\endgroup$ Commented May 23, 2020 at 12:11

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Friend. Yes there is. You can use the St. Louis Federal Reserve Economic Data download website (FRED) https://fred.stlouisfed.org/series/CFNAI

Not sure about seasonal adjustment. For seasonal adjustment you may need a statistical computing software to do that and you would have to choice your parameters.

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