nowcast
0.1.0Economic Nowcasting with Bridge Equations and Real-Time Evaluation
Overview
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.
Install
Health
- NOTE r-devel-linux-x86_64-debian-gcc
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-03-265 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 60%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 11%
Downloads
Repository
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Repository practices
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Checks run against github.com/charlescoverdale/nowcast on 2026-08-02.
Dependencies
Nothing depends on this yet.
Code & Tests
People & History
1 release. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 0.1.0Latest2026-03-26 · current release
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2026-03-26
- Total releases
- 1 / 1 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 4.1.0
- Download size
- not tracked yet
- Installed size
- not tracked yet
- With dependencies
- not tracked yet