Table 3.

RMSEs of the models estimated with a rolling window for successive nowcasting horizons between 2000Q2 and 2018Q4

	RW	2FLM	20FLM	BDT	RF	GBM
First prediction	0.626	0.631	0.498	0.503	0.491	0.519
Second prediction	0.679	0.635	0.494	0.474	0.468	0.484
Third prediction	0.699	0.616	0.487	0.453	0.447	0.470
Fourth prediction	0.507	0.564	0.457	0.406	0.403	0.433
Fifth prediction	0.517	0.496	0.403	0.348	0.346	0.385
Sixth prediction	0.538	0.418	0.371	0.323	0.321	0.342
Average	0.594	0.560	0.452	0.418	0.413	0.439

For abbreviations see Table 1