The Mcomp package for R provides the 1001 time series from the M-competition (Makridakis et al. 1982) and the 3003 time series from the IJF-M3 competition (Makridakis and Hibon, 2000).
The Mcomp package for R provides the 1001 time series from the M-competition (Makridakis et al. 1982) and the 3003 time series from the IJF-M3 competition (Makridakis and Hibon, 2000).
Rob J Hyndman is
Professor of Statistics at Monash University,
Australia.
Twitter: @robjhyndman
Email: Rob.Hyndman@monash.edu
From my research blog