M3: M3-Competition data

In robjhyndman/Mcomp: Data from the M-Competitions

M3-Competition data

Description

The time series from the M3 forecasting competition.

Usage

M3

Format

M3 is a list of 3003 series of class Mcomp. Each series within M3 is of class Mdata with the following structure:

sn

Name of the series

st

Series number and period. For example "Y1" denotes first yearly series, "Q20" denotes 20th quarterly series and so on.

n

The number of observations in the time series

h

The number of required forecasts

period

Interval of the time series. Possible values are "YEARLY", "QUARTERLY", "MONTHLY" & "OTHER".

type

The type of series. Possible values for M3 are "DEMOGRAPHIC", "FINANCE", "INDUSTRY", "MACRO", "MICRO", "OTHER".

description

A short description of the time series

x

A time series of length n (the historical data)

xx

A time series of length h (the future data)

Author(s)

Muhammad Akram and Rob Hyndman

Source

http://forecasters.org/resources/time-series-data/m3-competition/.

References

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

See Also

subset.Mcomp, plot.Mdata

Examples

M3
plot(M3[[32]])
subset(M3,"monthly")

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