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Philly Fed

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In plain English

The Philadelphia Fed asks factories in its region whether activity went up, down, or stayed the same. The number is percent “up” minus percent “down.”

Zero means unchanged, not “no factories.” Positive is expansion bias; negative is contraction bias. It is noisy month to month; a several-month spell below zero is the signal. It publishes early, so desks watch it as a fast ISM analog.

Math and metrics

FRED GACDFSA066MSFRBPHI, monthly SA diffusion index. 10 does not mean +10% output.

y_t = published diffusion_t.