m3: M3 Competition Time Series

In tspredit: Time Series Prediction with Integrated Tuning

M3 Competition Time Series

Description

Time series data from the third Makridakis forecasting competition (M3), held in 2000. Data Type: Forecasting benchmark dataset. Category: Forecasting. Creation Date: 2000.

Usage

data(m3)

Format

A list of lists containing time series.

Details

Consolidated list keyed by frequency (e.g., monthly, other, quarterly, yearly). Each holds a list of numeric vectors. See Makridakis & Hibon (2000) for competition results and implications.

Source

\Sexpr[results=rd]{tools:::Rd_expr_doi("10.1016/S0169-2070(00)00057-1")}

References

Makridakis and Hibon (2000). The M3-Competition: Results, conclusions and implications. International Journal of Forecasting, 16(4), 451–476.

Examples

# Load consolidated M3 list and plot one monthly series
data(m3)
# m3 <- loadfulldata(m3)
series <- m3$monthly$M1
ts.plot(series, main = "M3 monthly series: M1")

tspredit documentation built on Feb. 11, 2026, 9:08 a.m.