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An explicit discussion of the process underlying the RTFS will help illustrate its operation.
The RTFS is implemented through code written for use in EViews econometric software with online access to comprehensive data bases from Haver Analytics.
To test the potential efficacy of the RTFS, we performed a sequence of one-step-ahead forecasts starting in the first quarter of 1995 and running through the first quarter of 2003.
One of the advantages of the RTFS approach is that it can capture the continuous flow of information accounting not only for the updated data, but also by using a regression that has been fit using actual data from previous periods with the same relative information content.
The RTFS is largely still in its infancy: we began using this kind of system in December 2001.