Experiment
Timestral
UK monthly GDP
Published nowcast 0.1 (-0.51 to 0.51) · 2026-09 · release 2026-11-09
Timestral-28M · 2026-10-20T16:44:16+00:00 · 21 quantiles; bands shown are 10/90, 20/80, 30/70.
| Step | q5 | q10 | q25 | q50 | q75 | q90 | q95 |
|---|---|---|---|---|---|---|---|
| t+1 | -0.38 | -0.29 | -0.14 | 0.02 | 0.19 | 0.36 | 0.47 |
Last 12 prints, one step ahead
Expanding origin on the series as currently published. This is not a real-time vintage. MAE 0.1441 % MoM. 11/12 actuals inside the 10–90 band.
| Date | Actual | Median | q10 | q90 | Error |
|---|---|---|---|---|---|
| 2025-09-01 | 0.10 | -0.06 | -0.36 | 0.30 | -0.16 |
| 2025-10-01 | -0.20 | 0.02 | -0.28 | 0.36 | 0.22 |
| 2025-11-01 | 0.10 | 0.16 | -0.17 | 0.50 | 0.06 |
| 2025-12-01 | 0.20 | 0.13 | -0.18 | 0.46 | -0.07 |
| 2026-01-01 | 0.00 | -0.04 | -0.28 | 0.24 | -0.04 |
| 2026-02-01 | 0.49 | 0.38 | 0.03 | 0.73 | -0.11 |
| 2026-03-01 | 0.49 | 0.21 | -0.08 | 0.50 | -0.28 |
| 2026-04-01 | -0.10 | -0.19 | -0.47 | 0.16 | -0.09 |
| 2026-05-01 | 0.00 | 0.02 | -0.24 | 0.30 | 0.02 |
| 2026-06-01 | 0.39 | 0.36 | 0.00 | 0.64 | -0.03 |
| 2026-07-01 | 0.39 | -0.19 | -0.43 | 0.09 | -0.58 |
| 2026-08-01 | 0.10 | 0.03 | -0.29 | 0.40 | -0.07 |
Walk-forward, calm-regime observations, latest-vintage data; Covid window excluded from fits and metrics.
Context is the latest published vintage, not the real-time vintage. The score, when we have one, is against the first print. Timestral is scored on the official MoM series, not a new target.
UK weekly activity
Four weeks ahead. Flights, NESO demand and the lead Adzuna column are past covariates. ISO week and a UK bank holiday are known.
Timestral-28M · 21 quantiles; bands shown are 10/90, 20/80, 30/70.
| Step | q5 | q10 | q25 | q50 | q75 | q90 | q95 |
|---|---|---|---|---|---|---|---|
| t+1 | 1.26 | 1.41 | 1.64 | 1.90 | 2.13 | 2.34 | 2.47 |
| t+2 | 1.14 | 1.31 | 1.57 | 1.84 | 2.09 | 2.32 | 2.47 |
| t+3 | 0.92 | 1.10 | 1.38 | 1.67 | 1.95 | 2.19 | 2.36 |
| t+4 | 0.81 | 1.01 | 1.31 | 1.63 | 1.92 | 2.19 | 2.36 |
Last 8 prints, one step ahead
Expanding origin on the series as currently published. This is not a real-time vintage. MAE 0.2664. 7/8 actuals inside the 10–90 band.
| Date | Actual | Median | q10 | q90 | Error |
|---|---|---|---|---|---|
| 2026-09-04 | 2.72 | 2.37 | 1.95 | 2.81 | -0.35 |
| 2026-09-11 | 2.33 | 2.43 | 1.98 | 2.85 | 0.10 |
| 2026-09-18 | 2.46 | 2.47 | 2.03 | 2.90 | 0.01 |
| 2026-09-25 | 2.25 | 2.46 | 2.05 | 2.87 | 0.21 |
| 2026-10-02 | 2.22 | 2.37 | 1.97 | 2.79 | 0.15 |
| 2026-10-09 | 2.29 | 2.24 | 1.85 | 2.65 | -0.05 |
| 2026-10-16 | 1.06 | 2.28 | 1.88 | 2.67 | 1.22 |
| 2026-10-23 | 1.77 | 1.72 | 1.16 | 2.22 | -0.05 |
Flights, electricity and the lead Adzuna category column are weekly means. The Adzuna column is the first published category column in the ONS file.
