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

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Sai, C., Davydenko, A., & Shcherbakov, M. (date). The Forvision Project. Retrieved from https://forvis.github.io/

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