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://forecasters.org/resources/time-series-data/m3-competition/.

Detailed results from M3 competition at http://www.insead.edu/facultyresearch/research/doc.cfm?did=1094.

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")

Results

R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library(Mcomp)
Loading required package: tseries
Loading required package: forecast
Loading required package: zoo

Attaching package: 'zoo'

The following objects are masked from 'package:base':

    as.Date, as.Date.numeric

Loading required package: timeDate
This is forecast 7.1 

> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/Mcomp/M1.Rd_%03d_medium.png", width=480, height=480)
> ### Name: M1
> ### Title: M-Competition data
> ### Aliases: M1 M3
> ### Keywords: datasets
> 
> ### ** Examples
> 
> M1
M-Competition data: 1001 time series 

           Type of data
Period      DEMOGR INDUST MACRO1 MACRO2 MICRO1 MICRO2 MICRO3 Total
  MONTHLY       75    183     64     92     10     89    104   617
  QUARTERLY     39     18     45     59      5     21     16   203
  YEARLY        30     35     30     29     16     29     12   181
  Total        144    236    139    180     31    139    132  1001
> plot(M1$YAF2)
> subset(M1,"monthly")
M-Competition data: 617 MONTHLY time series

         Type of data
Period    DEMOGR INDUST MACRO1 MACRO2 MICRO1 MICRO2 MICRO3
  MONTHLY     75    183     64     92     10     89    104
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>