contemporaneous_x_rule
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Axis
contemporaneous_x_ruleon sub-layerl1_c(layerl1).
Sub-layer
l1_c
Axis metadata
Default:
'allow_same_period_predictors'Sweepable: False
Status: operational
Operational status summary
Operational: 2 option(s)
Future: 0 option(s)
Options
allow_same_period_predictors – operational
Permit predictors observed in the same period as the target.
Default; predictor x_t and target y_t are both available at time t. Used for nowcasting where contemporaneous information is exploited.
When to use
Default; standard fitting / nowcasting flow.
References
macroforecast design Part 1, L1: ‘data definition is the recipe layer that pins source, target, geography, and horizon – everything downstream branches off these choices.’
Related options: forbid_same_period_predictors
Last reviewed 2026-05-05 by macroforecast author.
forbid_same_period_predictors – operational
Require predictors to be at least one period stale.
Forces predictors to be lagged y_t is forecast from x_{t-1}, x_{t-2}, .... Cleanest causal interpretation.
When to use
Pure forecasting setups where contemporaneous information would create look-ahead.
References
macroforecast design Part 1, L1: ‘data definition is the recipe layer that pins source, target, geography, and horizon – everything downstream branches off these choices.’
Related options: allow_same_period_predictors
Last reviewed 2026-05-05 by macroforecast author.