M3-Competition


The 3003 time series of the M3-Competition are distributed as follows:

Types of Time Series Data

Interval

Micro

Industry

Macro

Finance

Demog

Other

Total

Yearly

146

102

83

58

245

11

645

Quarterly

204

83

336

76

57

0

756

Monthly

474

334

312

145

111

52

1428

Other

4

0

0

29

0

141

174

Total

828

519

731

308

413

204

3003

The data file contains the following information for each series:

  • The first line which includes the following:
    • The ID number of the series (from N0001 to N3003)
    • The number of data points (observations) of each series (let us call this number n).
    • The number of required forecasts
      • 6 for yearly data
      • 8 for quarterly data
      • 18 for monthly data
      • 8 for "others"
    • The type of series (e.g., YEARLY/MICRO or MONTHLY/INDUSTRY).
    • The ID number of each type of series (e.g., there are 146 YEARLY/MICRO series so this ID number goes from 1 to 146, while there are 334 MONTHLY/INDUSTRY series making their ID go from 1 to 334).
  • n observations of time series data (8 per line)
  • The starting date of the data (Year and Period, if no information is available or the information is not relevant the value is 0.0).
  • A short description (title) for the time series.
 
Copyright 1998 - 2005 by IIF. This document was last updated on 7/4/2005; it is located at Imperial College London
Main Menu
Home
Learn About the Institute
Apply for Membership
Forecasting Conferences
International Journal of Forecasting
FORESIGHT Journal
Publications
Subscribe to the IIF Discussion Group
Internet Sites
Time Series Data
Miscellaneous
Sub Menu
M3-Competition
M2-Competition
M-Competition
Other Sources
Downloads
Pkzip Version (IBM-PC compatible;608K)
Stuffit/HQX Version (Macintosh compatible; 880k)
Plain ASCII Version (2.5 megs)