M3 prediction intervals
The time series from the IJF-M3 competition (Makridakis and Hibon, 2000) and M3 interval forecast data using ARIMA model:
| File | Description | Schema |
|---|---|---|
| M3_yearly_TSTS.csv | Actual observations | TSTS |
| M3_yearly_PIs_FTS.csv | Forecasts | FTS |
| M3_quarterly_TSTS.csv | Actual observations | TSTS |
| M3_quarterly_PIs_FTS.csv | Forecasts | FTS |
| M3_monthly_TSTS.csv | Actual observations | TSTS |
| M3_monthly_PIs_FTS.csv | Forecasts | FTS |
| M3_other_TSTS.csv | Actual observations | TSTS |
| M3_other_PIs_FTS.csv | Forecasts | FTS |
To cite this website, please use the following reference:
Sai, C., Davydenko, A., & Shcherbakov, M. (date). The Forvision Project. Retrieved from https://forvis.github.io/
© 2018 Sai, C., Davydenko, A., & Shcherbakov, M. All Rights Reserved. Short sections of text, not exceed two paragraphs, may be quoted without explicit permission, provided that full acknowledgement is given.