Skip to contents

Monthly subset of the M4 competition data

Source: R/data.R
m4_monthly_subset.Rd

A tsibble with six monthly time series from the M4 Forecasting Competition. The dataset is intended for examples, documentation, and tests in the echos package. It is not the full M4 dataset.

The dataset 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_monthly_subset)

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 or Macro, as factor.

  • index: Monthly date as yearmonth (index variable).

  • value: Observed value as numeric (measurement variable).

Source

M4 Forecasting Competition

Details

This dataset contains a small monthly subset of the M4 Forecasting Competition data. It is included to demonstrate the tidy forecasting interface of echos with tsibble, fable, and fabletools.

Examples

data(m4_monthly_subset)
head(m4_monthly_subset)
#> # A tsibble: 6 x 4 [1M]
#> # Key:       series [1]
#>   series category       index value
#>   <chr>  <fct>          <mth> <dbl>
#> 1 M21655 Demographic 1995 Jan  4970
#> 2 M21655 Demographic 1995 Feb  5010
#> 3 M21655 Demographic 1995 Mrz  5060
#> 4 M21655 Demographic 1995 Apr  5010
#> 5 M21655 Demographic 1995 Mai  5610
#> 6 M21655 Demographic 1995 Jun  6040