The time series from the M3 forecasting competition.

M3

## Format

M3 is a list of 3003 series of class Mcomp. Each series within 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 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)

## References

Makridakis and Hibon (2000) The M3-competition: results, conclusions and implications. International Journal of Forecasting, 16, 451-476.

subset.Mcomp, plot.Mdata

## Examples


M3#> M-Competition data: 3003 time series
#>
#>            Type of data
#> Period      DEMOGRAPHIC FINANCE INDUSTRY MACRO MICRO OTHER Total
#>   MONTHLY           111     145      334   312   474    52  1428
#>   OTHER               0      29        0     0     4   141   174
#>   QUARTERLY          57      76       83   336   204     0   756
#>   YEARLY            245      58      102    83   146    11   645
#>   Total             413     308      519   731   828   204  3003plot(M3[[32]])subset(M3,"monthly")#> M-Competition data: 1428 MONTHLY time series
#>
#>          Type of data
#> Period    DEMOGRAPHIC FINANCE INDUSTRY MACRO MICRO OTHER
#>   MONTHLY         111     145      334   312   474    52