M1 | R Documentation |
The time series from the M1 forecasting competition.
M1
M1 is a list of 1001 series of class Mcomp
.
Each series within M1
is of class Mdata
with the following structure:
Name of the series
Series number and period. For example "Y1" denotes first yearly series, "Q20" denotes 20th quarterly series and so on.
The number of observations in the time series
The number of required forecasts
Interval of the time series. Possible values are "YEARLY", "QUARTERLY", "MONTHLY" & "OTHER".
The type of series. Possible values are "DEMOGR", "INDUST", "MACRO1", "MACRO2", "MICRO1", "MICRO2" & "MICRO3".
A short description of the time series
A time series of length n
(the historical data)
A time series of length h
(the future data)
Muhammad Akram and Rob Hyndman
http://forecasters.org/resources/time-series-data/m-competition/.
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.
M3
, subset.Mcomp
, plot.Mdata
M1
plot(M1$YAF2)
subset(M1,"monthly")
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