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.
| Version: | 0.1.0 |
| Depends: | R (≥ 4.1.0) |
| Imports: | cli (≥ 3.6.0), grDevices, graphics, stats |
| Suggests: | spelling, testthat (≥ 3.0.0) |
| Published: | 2026-03-25 |
| DOI: | 10.32614/CRAN.package.nowcast |
| Author: | Charles Coverdale [aut, cre, cph] |
| Maintainer: | Charles Coverdale <charlesfcoverdale at gmail.com> |
| BugReports: | https://github.com/charlescoverdale/nowcast/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/charlescoverdale/nowcast |
| NeedsCompilation: | no |
| Language: | en-US |
| Materials: | NEWS |
| CRAN checks: | nowcast results |
| Reference manual: | nowcast.html , nowcast.pdf |
| Package source: | nowcast_0.1.0.tar.gz |
| Windows binaries: | r-devel: nowcast_0.1.0.zip, r-release: nowcast_0.1.0.zip, r-oldrel: nowcast_0.1.0.zip |
| macOS binaries: | r-release (arm64): nowcast_0.1.0.tgz, r-oldrel (arm64): not available, r-release (x86_64): nowcast_0.1.0.tgz, r-oldrel (x86_64): nowcast_0.1.0.tgz |
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