The 3003 time series from the IJF-M3 competition (Makridakis and Hibon, 2000) and M3 Data with Rolling-Origin and Interval Forecasts saved as csv files
The 3003 time series of the M3-Competition are distributed as follows:
The 3003 time series of M3-Competition (the historical data + the future data) are saved as follows:
The 3003 time series (only the future data - test data - actual) with forecasts from difference methods of M3-Competition are saved as follows:
Forecasts of 3003 time series of M3-Competition using ARIMA model with Rolling-Origin and Interval Forecasts are saved as follows:
Time series + Forecasts of 3003 time series of M3-Competition using ARIMA model with Rolling-Origin and Interval Forecasts
are saved as follows: