nowcast
Economic Nowcasting with Bridge Equations and Real-Time Evaluation
Provides bridge equations with optional autoregressive terms for nowcasting low-frequency macroeconomic variables (e.g. quarterly GDP) from higher-frequency indicators (e.g. monthly retail sales). Handles the ragged-edge problem where different indicators have different publication lags via mixed-frequency alignment. Includes pseudo-real-time evaluation with expanding or rolling windows, and the Diebold-Mariano test for comparing forecast accuracy following Harvey, Leybourne, and Newbold (1997) <doi:10.1016/S0169-2070(96)00719-4>. No API calls; designed to work with data from any source.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
rolling linux/jammy R-4.5 | nowcast_0.1.0.tar.gz |
90.6 KiB |
0.1.0 |
rolling linux/noble R-4.5 | nowcast_0.1.0.tar.gz |
90.4 KiB |
0.1.0 |
rolling source/ R- | nowcast_0.1.0.tar.gz |
37.1 KiB |
0.1.0 |
latest linux/jammy R-4.5 | nowcast_0.1.0.tar.gz |
90.6 KiB |
0.1.0 |
latest linux/noble R-4.5 | nowcast_0.1.0.tar.gz |
90.4 KiB |
0.1.0 |
latest source/ R- | nowcast_0.1.0.tar.gz |
37.1 KiB |
0.1.0 |
2026-04-26 source/ R- | nowcast_0.1.0.tar.gz |
37.1 KiB |
0.1.0 |
2026-04-23 source/ R- | nowcast_0.1.0.tar.gz |
37.1 KiB |
0.1.0 |
2026-04-09 windows/windows R-4.5 | nowcast_0.1.0.zip |
93.4 KiB |