Question
I want a monthly forecast from Moody’s Analytics, not quarterly. Can I do this? Are there caveats?
Answer
The Moody’s Analytics forecasts are quarterly updated monthly – that is, (a) the forecast time series have a quarterly native frequency, and (b) we run the forecast models each month, incorporating the latest historical data. Our model is designed to predict national accounts, which are quarterly.
We do not generate native monthly forecasts. If you see a forecast series with a monthly frequency, it is synthetic – that is, it was converted from its native quarterly frequency using the frequency conversion tools on Data Buffet, and the additional periods were created using cubic interpolation.
For more detail, please read the attached document.
** Note: There are two exceptions to the "monthly" forecast rule mentioned above: 1) we forecast monthly foreclosures, 2) and we forecast monthly U.S. interest rates in our U.S. Macro forecast.
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