The time series from the M3 forecasting competition.

`M3`

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)

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

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

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