numeraire_dataset.builders.fredmd.build_table#

numeraire_dataset.builders.fredmd.build_table(paths: Sequence[str | Path], *, transform: bool = True, series: list[str] | None = None) → DataFrame[source]#

Stack FRED-MD vintage files into a wide point-in-time table [ref_date, vintage, series].

Each file’s name must carry its vintage (YYYY-MM, FRED-MD_YYYYmMM, or YYYY-MM-md). transform applies each series’ tcode per vintage (causal, PIT-safe); transform=False keeps raw levels. series subsets/orders the columns (missing ones become NaN). Rows are the ragged edge as-is.