M-Competition data

The time series from the M1 forecasting competition.

Usage

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.

Author

Muhammad Akram and Rob Hyndman

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