The R package tscompdata provides time series data from the following forecasting competitions: M, M3, NN3, NN5, NNGC1, Tourism and GEFCom2012.
The M, M3 and Tourism data are loaded from the Mcomp and Tcomp packages. The remaining data are contained within the tscompdata package.
You can install the development version from Github with:
This package is free and open source software, licensed under GPL-3.