M1 {Mcomp} | R Documentation |
The time series from the M1 and M3 forecasting competitions.
data(M1) data(M3)
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:
n
(the historical data)h
(the future data)Muhammad Akram and Rob Hyndman
http://www.forecasters.org/data/tsdata.htm.
Detailed results from M3 competition at http://www-marketing.wharton.upenn.edu/forecast/m3-competition.html.
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.
M1 plot(M1$YAF2) subset(M1,"monthly")