Mcomp (version 2.8)

M1: M-Competition data

Description

The time series from the M1 forecasting competition.

Usage

M1

Format

M1 is a list of 1001 series of class Mcomp. Each series within M1 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 are "DEMOGR", "INDUST", "MACRO1", "MACRO2", "MICRO1", "MICRO2" & "MICRO3".

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)

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.

See Also

M3, subset.Mcomp, plot.Mdata

Examples

# NOT RUN {
M1
plot(M1$YAF2)
subset(M1,"monthly")
# }