In robjhyndman/Mcomp: Data from the M-Competitions

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Mcomp: Data from the M-Competitions

The R package Mcomp contains the 1001 time series from the M-competition (Makridakis et al. 1982) and the 3003 time series from the IJF-M3 competition (Makridakis and Hibon, 2000). See also the tscompdata package.

Installation

You can install the stable version on R CRAN.

install.packages('Mcomp')

You can install the development version from Github

# install.packages("devtools")
devtools::install_github("robjhyndman/Mcomp")

Usage

library(Mcomp)
library(ggplot2)
M1
autoplot(M1$YAF2)
subset(M1,"monthly")

Sources

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. Journal of Forecasting, 1, 111--153.

Makridakis and Hibon (2000) The M3-competition: results, conclusions and implications. International Journal of Forecasting, 16, 451-476.

License

This package is free and open source software, licensed under GPL-3

robjhyndman/Mcomp documentation built on July 5, 2024, 9:40 p.m.