M1 {Mcomp}R Documentation

M-Competition data

Description

The time series from the M1 and M3 forecasting competitions.

Usage

data(M1)
data(M3)

Format

M1 is a list of 1001 series and M3 is a list of 3003 series. Each list is of class Mcomp. Each series within M1 and 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 M1 are "DEMOGR", "INDUST", "MACRO1", "MACRO2", "MICRO1", "MICRO2" & "MICRO3". 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://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.

See Also

subset.Mcomp, plot.Mdata

Examples

M1
plot(M1$YAF2)
subset(M1,"monthly")

[Package Mcomp version 1.23 Index]