fma-package {Mcomp}R Documentation

Data from the M-competitions

Description

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).

Author(s)

Rob J Hyndman. Rob.Hyndman@buseco.monash.edu.au

Source

http://www.forecasters.org/data/tsdata.htm.

Detailed results from M3 competition at http://www-marketing.wharton.upenn.edu/forecast/m3-competition.html.

References

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.


[Package Mcomp version 1.23 Index]