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.
# S3 method for Mcomp
subset(x, cond1, cond2, ...)
M-competition data or a subset of M-competition data
Type or period of the data. Type is a character variable and period could be character or numeric.
Optional second condition specifying type or period of the
data, depending on cond1
. If cond1
denotes type then
cond2
would denote period, but if cond1
denotes period then
cond2
would denote type.
Other arguments.
An object of class Mcomp
consisting of the selected series.
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.
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.
# NOT RUN {
M3.quarterly <- subset(M3,4)
M1.yearly.industry <- subset(M1,1,"industry")
# }
Run the code above in your browser using DataLab