https://github.com/robjhyndman/mcomp
Data from the M-competitions
https://github.com/robjhyndman/mcomp
cran forecasting r time-series
Last synced: 5 months ago
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Data from the M-competitions
- Host: GitHub
- URL: https://github.com/robjhyndman/mcomp
- Owner: robjhyndman
- Created: 2014-08-11T03:55:51.000Z (almost 11 years ago)
- Default Branch: master
- Last Pushed: 2024-07-01T08:04:13.000Z (11 months ago)
- Last Synced: 2024-12-27T00:08:41.910Z (5 months ago)
- Topics: cran, forecasting, r, time-series
- Language: R
- Homepage: http://pkg.robjhyndman.com/Mcomp/
- Size: 12.2 MB
- Stars: 12
- Watchers: 4
- Forks: 7
- Open Issues: 0
-
Metadata Files:
- Readme: README.Rmd
Awesome Lists containing this project
README
---
output: github_document
editor_options:
chunk_output_type: console
---```{r, echo = FALSE}
knitr::opts_chunk$set(
collapse = TRUE,
comment = "#>",
fig.path = "man/figures/README-"
)
```# Mcomp: Data from the M-Competitions
[](https://travis-ci.org/robjhyndman/Mcomp)
[](https://cran.r-project.org/package=Mcomp)
[](https://cran.r-project.org/package=Mcomp)
[](https://www.gnu.org/licenses/gpl-3.0.en.html)The R package *Mcomp* contains the 1001 time series from the M-competition (Makridakis et al. 1982) and the 3003 time series from the IJF-M3 competition (Makridakis and Hibon, 2000). See also the [tscompdata package](https://github.com/robjhyndman/tscompdata).
## Installation
You can install the **stable** version on
[R CRAN](https://cran.r-project.org/package=Mcomp).```r
install.packages('Mcomp')
```You can install the **development** version from
[Github](https://github.com/robjhyndman/Mcomp)```r
# install.packages("devtools")
devtools::install_github("robjhyndman/Mcomp")
```## Usage
```{r usage}
library(Mcomp)
library(ggplot2)
M1
autoplot(M1$YAF2)
subset(M1,"monthly")
```## 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.](http://doi.org/10.1002/for.3980010202)
[Makridakis and Hibon (2000) The M3-competition: results, conclusions and implications. *International Journal of Forecasting*, **16**, 451-476.](https://doi.org/10.1016/S0169-2070(00)00057-1)
## License
This package is free and open source software, licensed under GPL-3