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)

Source

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

References

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

See also

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 3003
plot(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