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.

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 (may not be active yet)
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

Documentation:

Reference manual:

nowcast.html , nowcast.pdf

Downloads:

Package source:	nowcast_0.1.0.tar.gz
Windows binaries:	r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries:	r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available

Linking:

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