subset.Mcomp
returns a subset of the time series data from the M
Competitions. Subsets can be for specific periods, or specific types of data
or both.
Usage
# S3 method for Mcomp
subset(x, cond1, cond2, ...)
Arguments
- x
M-competition data or a subset of M-competition data
- cond1
Type or period of the data. Type is a character variable and period could be character or numeric.
- cond2
Optional second condition specifying type or period of the data, depending on
cond1
. Ifcond1
denotes type thencond2
would denote period, but ifcond1
denotes period thencond2
would denote type.- ...
Other arguments.
Details
Possible values for cond1
and cond2
denoting period are 1, 4,
12, "yearly", "quarterly", "monthly" and "other".
If cond1
or cond2
equals 111, then the 111 series used in the
extended comparisons in the 1982 M-competition are selected.
Possible values for cond1
and cond2
denoting type are "macro",
"micro", "industry", "finance", "demographic", "allother", "macro1",
"macro2", "micro1", "micro2", "micro3". These correspond to the descriptions
used in the competitions. See the references for details.
Partial matching used for both conditions.
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.
Makridakis and Hibon (2000) The M3-competition: results, conclusions and implications. International Journal of Forecasting, 16, 451-476.