The time series from the M1 forecasting competition.

M1

Format

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

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)

Source

http://forecasters.org/resources/time-series-data/m-competition/.

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.

See also

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