M3-Competition data

The time series from the M3 forecasting competition.

Usage

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.

Author

Muhammad Akram and Rob Hyndman

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