M3Arima: M3-Competition forecasting data

Description Usage Format Author(s) Source See Also Examples

Description

The forecast with interval forecasts of time series of M3-Competition obtained using arima model

Usage

1

Format

M3Arima is a data frame of forecasts with interval forecasts with the following structure:

series

Name of the series

method

Name of the forecasting method

timesatmp

The timestamp of series

origin_timesatmp

The forecast origin of series

forecast

The forecast values obtained from ARIMA forecasting method for each time series from M3-Competition data

Lo80

The lower value for confidence level 0.8

Hi80

The upper value for confidence level 0.8

Lo95

The lower value for confidence level 0.95

Hi95

The upper value for confidence level 0.95

Author(s)

Andrey Davydenko, Maxim and Sai Van Cuong from Volgograd State Technical University

Source

https://github.com/svcuonghvktqs/M3FORA.

See Also

plot.ts

Examples

1
M3Arima[1:20,]

svcuonghvktqs/M3FORA documentation built on May 30, 2019, 8:27 a.m.