Package: nowcast 0.1.0
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.
Authors:
nowcast_0.1.0.tar.gz
nowcast_0.1.0.zip(r-4.7-any)nowcast_0.1.0.zip(r-4.6-any)nowcast_0.1.0.zip(r-4.5-any)
nowcast_0.1.0.tgz(r-4.6-any)nowcast_0.1.0.tgz(r-4.5-any)
nowcast_0.1.0.tar.gz(r-4.7-any)nowcast_0.1.0.tar.gz(r-4.6-any)
nowcast_0.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
nowcast/json (API)
| # Install 'nowcast' in R: |
| install.packages('nowcast', repos = c('https://charlescoverdale.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/charlescoverdale/nowcast/issues
Pkgdown/docs site:https://charlescoverdale.github.io
Last updated from:fa97d7f9da. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | OK | 94 | ||
| source / vignettes | OK | 176 | ||
| linux-release | OK | 98 | ||
| macos-release | OK | 110 | ||
| macos-oldrel | OK | 113 | ||
| windows-devel | OK | 72 | ||
| windows-release | OK | 90 | ||
| windows-oldrel | OK | 57 | ||
| wasm-release | OK | 78 |
Exports:nc_aggregatenc_alignnc_availablenc_backtestnc_bridgenc_computenc_dm_testnc_evaluatenc_ragged_edgenc_transform
Dependencies:cli
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Temporal Aggregation | nc_aggregate |
| Align Mixed-Frequency Time Series | nc_align |
| List Available Nowcasting Methods | nc_available |
| Pseudo-Real-Time Backtesting | nc_backtest |
| Bridge Equation Nowcast | nc_bridge |
| Compute a Nowcast by Method Name | nc_compute |
| Diebold-Mariano Test for Equal Predictive Accuracy | nc_dm_test |
| Evaluate Nowcast Accuracy | nc_evaluate |
| Summarise Ragged-Edge Data Availability | nc_ragged_edge |
| Stationarity Transformations | nc_transform |
| Plot Method for Backtest Results | plot.nowcast_backtest |
| Plot Method for Nowcast Results | plot.nowcast_result |
| Predict Method for Nowcast Results | predict.nowcast_result |
| Print Method for nc_dataset Objects | print.nc_dataset |
| Print Method for Backtest Results | print.nowcast_backtest |
| Print Method for Nowcast Results | print.nowcast_result |
| Summary Method for Backtest Results | summary.nowcast_backtest |
| Summary Method for Nowcast Results | summary.nowcast_result |