Forecasting as a scientific discipline has progressed a lot in the last 40 years, with Nobel prizes being awarded for seminal work in the field, most notably to Engle, Granger and Kahneman. Despite these advances, even ...

The purpose of the M2-Competition is to determine the post sample accuracy of various forecasting methods. It is an empirical study organized in such a way as to avoid the major criticism of the M-Competition that forecasters ...