Consumer Price Index for All Urban Consumers (CPI-U) from U.S. Department Of Labor Bureau of Labor Statistics. This is a monthly time series from January 1913. Values are U.S. city averages for all items and 1982-84=100. Note that there are many price indices and this is only one of them (albeit the most standard and with the longest set of data).
Run the following script to get the final data at data/ folder:
python scripts/process.py
Data is sourced from bls.gov and combined with previous data from 2014 which is now outdated and requires an API for this case.
Up-to-date (auto-updates every month) cpi-us dataset could be found on the datahub.io: https://datahub.io/core/cpi-us
This Data Package is made available under the Public Domain Dedication and License v1.0 whose full text can be found at: http://www.opendatacommons.org/licenses/pddl/1.0/