Description Usage Format Author(s) Source References See Also Examples
The monthly time series from the M3 forecasting competition.
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FORAMonthSeries is a data frame of 1428 monthly time series with the following structure:
Time series identifier - aunique name that identifies a time series
The type of series. Possible values for M3 are "DEMOGRAPHIC", "FINANCE", "INDUSTRY", "MACRO", "MICRO", "OTHER".
The value observed
Any representation of the period to which the observation relates.
Sai Van Cuong, Andrey Davydenko, Maxim Shcherbakov
http://forecasters.org/resources/time-series-data/m3-competition/.
Makridakis and Hibon (2000) The M3-competition: results, conclusions and implications. International Journal of Forecasting, 16, 451-476.
FORAQuartSeries
, FORAYearSeries
1 2 | FORAMonthSeries
subset(FORAMonthSeries, series_id == "M1")
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