R/Mdata.R

In Mcomp: Data from the M-Competitions

#' @export 
print.Mcomp <- function(x,...)
{
    n <- length(x)
    Type <- Period <- character(n)
    for(i in 1:n)
    {
        Type[i] <- x[[i]]$type
        if(Type[i]=="INDUSTRIAL")
            Type[i] <- "INDUST"
        if(strsplit(Type[i],"-")=="DEMOGRAPHI")
            Type[i] <- "DEMOGRAPHIC"
        Period[i] <- x[[i]]$period
    }
    if(length(unique(Type))==1)
        ty <- Type[1]
    if(length(unique(Period))==1)
        ty <- Period[1]

    if(length(unique(Type))>1 && length(unique(Period))>1)
    {
        cat(paste("M-Competition data:",n,"time series"),"\n\n")
        tab1 <- table(Period,Type)
        csum <- margin.table(tab1,2)
        tab2 <- as.table(rbind(tab1,Total=csum))
        rsum <- margin.table(tab2,1)
        tab3 <- as.table(cbind(tab2,Total=rsum),dnn=c("Period","Type of data"))
        names(dimnames(tab3))  <-  c("Period","Type of data")
        print(tab3)
    }
    else if(length(unique(Type))==1 && length(unique(Period))==1)
        print(table(Period,Type,dnn=c("Period","Type of data")))
    else
    {
        cat(paste("M-Competition data:",n,ty,"time series"),sep="","\n\n")
        print(table(Period,Type,dnn=c("Period","Type of data")))
    }
}

#' @export 
print.Mdata <- function(x,...)
{
    cat(paste(x$st),fill=TRUE,labels=paste("Series:"),sep="\n")
    cat(paste(x$type),fill=TRUE,labels=paste("Type of series:"),sep="\n")
    cat(paste(x$period),fill=TRUE,labels=paste("Period of series:"),sep="\n")
    cat(paste(x$description),fill=TRUE,labels=paste("Series description:"),sep="\n")
    cat("\nHISTORICAL data\n")
    print(x$x)
    cat("\nFUTURE data\n")
    print(x$xx)
}

Mcomp.sub <- function(x,getdata)
{
    n <- length(x)
    Type <- Period <- character(n)
    for(i in 1:n)
    {
        Type[i] <- x[[i]]$type
        if(Type[i]=="INDUSTRIAL")
            Type[i] <- "INDUST"
        if(strsplit(Type[i],"-")=="DEMOGRAPHI")
            Type[i] <- "DEMOGRAPHIC"
        Period[i] <- x[[i]]$period
    }
    getdatatable <- c("yearly","quarterly","monthly","other","macro","micro","industry",
                "finance","demographic","allother","macro1","macro2","micro1","micro2","micro3")
    if(is.character(getdata))
    {
        getdata <- getdatatable[charmatch(getdata,getdatatable)]
        if(length(getdata) != 1)
            stop("Ambiguous data type")
        else if(is.na(getdata))
            stop("Unknown data type")
    }

    if(getdata==1 | getdata=="yearly")
        choose <- (Period=="YEARLY")
    else if(getdata==4 | getdata=="quarterly")
        choose <- (Period=="QUARTERLY")
    else if(getdata==12 | getdata=="monthly")
        choose <- (Period=="MONTHLY")
    else if(getdata==111)
    {
        j <- match(x111,names(x))
        choose <- rep(FALSE,length(x))
        choose[j] <- TRUE
    }
    else if(getdata=="other")
        choose <-
        (Period=="OTHER")
    else if(getdata=="macro")
        choose <- (Type=="MACRO")
    else if(getdata=="micro")
        choose <- (Type=="MICRO")
    else if(getdata=="industry")
        choose <- (Type=="INDUSTRY" | Type=="INDUST")
    else if(getdata=="finance")
        choose <- (Type=="FINANCE")
    else if(getdata=="demographic")
        choose <- (Type=="DEMOGRAPHIC" | Type=="DEMOGR")
    else if(getdata=="allother")
        choose <- (Type=="OTHER")
    else if(getdata=="macro1")
        choose <- (Type=="MACRO1")
    else if(getdata=="macro2")
        choose <- (Type=="MACRO2")
    else if(getdata=="micro1")
        choose <- (Type=="MICRO1")
    else if(getdata=="micro2")
        choose <- (Type=="MICRO2")
    else if(getdata=="micro3")
        choose <- (Type=="MICRO3")
    else
        stop("Unknown type or period")
    if(sum(choose) == 0)
        stop("No data")

    return(x[choose])
}




#' Subset of time series from the M Competitions
#'
#' \code{subset.Mcomp} returns a subset of the time series data from the M
#' Competitions. Subsets can be for specific periods, or specific types of data
#' or both.
#'
#' Possible values for \code{cond1} and \code{cond2} denoting period are 1, 4,
#' 12, "yearly", "quarterly", "monthly" and "other".
#'
#' If \code{cond1} or \code{cond2} equals 111, then the 111 series used in the
#' extended comparisons in the 1982 M-competition are selected.
#'
#' Possible values for \code{cond1} and \code{cond2} denoting type are "macro",
#' "micro", "industry", "finance", "demographic", "allother", "macro1",
#' "macro2", "micro1", "micro2", "micro3". These correspond to the descriptions
#' used in the competitions. See the references for details.
#'
#' Partial matching used for both conditions.
#'
#' @param x M-competition data or a subset of M-competition data
#' @param cond1 Type or period of the data. Type is a character variable and
#' period could be character or numeric.
#' @param cond2 Optional second condition specifying type or period of the
#' data, depending on \code{cond1}.  If \code{cond1} denotes type then
#' \code{cond2} would denote period, but if \code{cond1} denotes period then
#' \code{cond2} would denote type.
#' @param ... Other arguments.
#' @return An object of class \code{Mcomp} consisting of the selected series.
#' @author Muhammad Akram and Rob Hyndman
#' @seealso \code{\link{M1}}
#' @references Makridakis, S., A. Andersen, R. Carbone, R. Fildes, M. Hibon, R.
#' Lewandowski, J. Newton, E. Parzen, and R. Winkler (1982) The accuracy of
#' extrapolation (time series) methods: results of a forecasting competition.
#' \emph{Journal of Forecasting}, \bold{1}, 111--153.
#'
#' Makridakis and Hibon (2000) The M3-competition: results, conclusions and
#' implications. \emph{International Journal of Forecasting}, \bold{16},
#' 451-476.
#' @keywords data
#' @examples
#'
#' M3.quarterly <- subset(M3,4)
#' M1.yearly.industry <- subset(M1,1,"industry")
#' @export
#' @export subset.Mcomp
#'
subset.Mcomp <- function(x,cond1,cond2,...)
{
    if(is.character(cond1))
        cond1 <- tolower(cond1)
    M11=structure(Mcomp.sub(x,cond1),class="Mcomp")
    if(!missing(cond2))
    {
        if(is.character(cond2))
            cond2 <- tolower(cond2)
        M12=structure(Mcomp.sub(M11,cond2),class="Mcomp")
        return(M12)
    }
    else
        return(M11)
}


#' @export
`[.Mcomp` <- function(x, i)
{
  y <- NextMethod("[")
  class(y) <- c("Mcomp", class(y))
  y
}