canadian gdp nowcast

real GDP (expenditure), q/q at annual rate. re-estimated every friday.

now

track

news

live record

backtest

nowcast at end of quarter published

notes

DynamicFactorMQ (statsmodels), 20 monthly series from StatCan, BoC and FRED, three factor blocks.
backtest is pseudo real-time: today's data, release lags simulated, no revisions.
Mar-Dec 2020 masked when estimating. bands leave out parameter uncertainty.
live nowcasts are never edited and get scored against StatCan's first release.