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m3: M3 Competition Time Series

Description

Time series data from the third Makridakis forecasting competition (M3), held in 2000. Data Type: Forecasting benchmark dataset. Category: Forecasting. Creation Date: 2000.

Usage

data(m3)

Arguments

Format

A list of lists containing time series.

Details

Consolidated list keyed by frequency (e.g., monthly, other, quarterly, yearly). Each holds a list of numeric vectors. See Makridakis & Hibon (2000) for competition results and implications.

References

Makridakis and Hibon (2000). The M3-Competition: Results, conclusions and implications. International Journal of Forecasting, 16(4), 451–476.

Examples

Run this code
# Load consolidated M3 list and plot one monthly series
data(m3)
# m3 <- loadfulldata(m3)
series <- m3$monthly$M1
ts.plot(series, main = "M3 monthly series: M1")

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