Data from the M-Competitions

The 1001 time series from the M-competition (Makridakis et al. 1982) and the 3003 time series from the IJF-M3 competition (Makridakis and Hibon, 2000) .


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The R package Mcomp contains the 1001 time series from the M-competition (Makridakis et al. 1982) and the 3003 time series from the IJF-M3 competition (Makridakis and Hibon, 2000).

Installation

You can install the stable version on R CRAN.

install.packages('Mcomp')

You can install the development version from Github

devtools::install_github("robjhyndman/Mcomp")

Usage

library(Mcomp)
#> Loading required package: forecast
library(ggplot2)
M1
#> M-Competition data: 1001 time series 
#> 
#>            Type of data
#> Period      DEMOGR INDUST MACRO1 MACRO2 MICRO1 MICRO2 MICRO3 Total
#>   MONTHLY       75    183     64     92     10     89    104   617
#>   QUARTERLY     39     18     45     59      5     21     16   203
#>   YEARLY        30     35     30     29     16     29     12   181
#>   Total        144    236    139    180     31    139    132  1001
autoplot(M1$YAF2)

subset(M1,"monthly")
#> M-Competition data: 617 MONTHLY time series
#> 
#>          Type of data
#> Period    DEMOGR INDUST MACRO1 MACRO2 MICRO1 MICRO2 MICRO3
#>   MONTHLY     75    183     64     92     10     89    104

Sources

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.

License

This package is free and open source software, licensed under GPL-3

News

Version 2.7 (2 December 2017)

  • Converted to roxygen
  • Added pkgdown site
  • Improved subsetting via [

Version 2.6 (23 February 2017)

  • Fixed error with time series not starting at correct fractional year
  • Added autoplot.Mcomp()
  • Removed package dependencies
  • Corrected some labels

Version 2.05 (15 June 2013)

  • Fixed an error in time series N2851. The last value was zero but is 6050.25 in the original data (M3[[2851]]$xx[8] <- 6050.25)
  • Added the forecasts of the original M3 competition

Version 2.04 (19 March 2012)

  • Changes to satisfy new requirements for R-2.15.0.

Version 2.03 (11 August 2011)

* Fixed error in plot.Mdata()

Version 2.02 (23 February 2011)

  • Fixed errors in package help file

Version 2.01 (19 October 2009)

  • Corrected URL errors in help files
    • Added option to subset.Mdata() to obtain the 111 series used in the M-competition

Version 2.00 (7 September 2009)

  • Package removed from forecasting bundle

For details of earlier versions, please see the Changelog of the forecast package.

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("Mcomp")

2.8 by Rob Hyndman, 5 days ago


http://pkg.robjhyndman.com/Mcomp/, https://github.com/robjhyndman/Mcomp


Report a bug at https://github.com/robjhyndman/Mcomp/issues


Browse source code at https://github.com/cran/Mcomp


Authors: Rob Hyndman [aut, cre, cph] (<https://orcid.org/0000-0002-2140-5352>), Muhammad Akram [ctb], Christoph Bergmeir [ctb] (<https://orcid.org/0000-0002-3665-9021>), Mitchell O'Hara-Wild [ctb]


Documentation:   PDF Manual  


Task views: Econometrics, Time Series Analysis


GPL-3 license


Imports ggplot2

Depends on forecast


Imported by Tcomp.

Suggested by fpp2, smooth.


See at CRAN