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M4 dataset

Source: R/data.R
m4_data.Rd

tsibble with six monthly time series from the M4 Forecasting Competition. The datasets contains the following time series:

  • M21655 (Demographic), 1995 Jan - 2015 Mar

  • M21683 (Demographic), 2000 Jan - 2023 Apr

  • M2717 (Macro), 1996 Jan - 2016 Nov

  • M28597 (Industry), 1996 Jan - 2016 Dec

  • M42529 (Finance), 2001 Jan - 2009 Apr

  • M4813 (Macro), 1994 Apr - 2006 May

Usage

data(m4_data)

Format

A time series object of class tsibble with 1.152 rows and 4 columns:

  • series: Unique identifier as character (key variable).

  • category: Category (e.g., Demographic, Macro) as factor.

  • index: Date as yearmonth (index variable).

  • value: Value as numeric (measurement variable).

Source

M4 Forecasting Competition

Examples

data(m4_data)