On FRED, get data from 26 July 2010 (or as close as possible to that date) for

5, 7, 10, 20, 30 years treasury constant maturity2 (DGS5, DGS7, etc.)

5, 7, 10, 20, 30 years treasury inflation-indexed security, constant maturity (DFII5, DFII7,

etc.)

With above data, graph nominal against real yield curves. Compute forward rates for both yield

curves, and take the difference between nominal and real computed forward rates. As you might

expect, these differences represent expected future inflation. Compare these rates with realized

inflation rates (you can obtain those from the FRED as well, series DPCCRV1A225NBEA).

FRED: https://fred.stlouisfed.org/