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.
You can install the stable version on R CRAN.
install.packages('Mcomp')
You can install the development version from Github
# install.packages("devtools") devtools::install_github("robjhyndman/Mcomp")
library(Mcomp) #> Loading required package: forecast library(ggplot2) M1 #> M-Competition data: 1001 time series #> #> Type of data #> Period DEMOGR INDUST MACRO1 MACRO2 MICRO1 MICRO2 MICRO3 Total #> MONTHLY 75 183 64 92 10 89 104 617 #> QUARTERLY 39 18 45 59 5 21 16 203 #> YEARLY 30 35 30 29 16 29 12 181 #> Total 144 236 139 180 31 139 132 1001 autoplot(M1$YAF2)
subset(M1,"monthly") #> M-Competition data: 617 MONTHLY time series #> #> Type of data #> Period DEMOGR INDUST MACRO1 MACRO2 MICRO1 MICRO2 MICRO3 #> MONTHLY 75 183 64 92 10 89 104
This package is free and open source software, licensed under GPL-3
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