acme                  package:boot                  R Documentation

_M_o_n_t_h_l_y _E_x_c_e_s_s _R_e_t_u_r_n_s

_D_e_s_c_r_i_p_t_i_o_n:

     The 'acme' data frame has 60 rows and 3 columns.

     The excess return for the Acme Cleveland Corporation are recorded
     along with those for all stocks listed on the New York and
     American Stock Exchanges were recorded over a five year period. 
     These excess returns are relative to the return on a risk-less
     investment such a U.S. Treasury bills.

_U_s_a_g_e:

     acme

_F_o_r_m_a_t:

     This data frame contains the following columns:


     '_m_o_n_t_h' A character string representing the month of the
          observation.

     '_m_a_r_k_e_t' The excess return of the market as a whole.

     '_a_c_m_e' The excess return for the Acme Cleveland Corporation.

_S_o_u_r_c_e:

     The data were obtained from

     Simonoff, J.S. and Tsai, C.-L. (1994) Use of modified profile
     likelihood for  improved tests of constancy of variance in
     regression.  _Applied Statistics_, *43*, 353-370.

_R_e_f_e_r_e_n_c_e_s:

     Davison, A.C. and Hinkley, D.V. (1997) _Bootstrap Methods and
     Their Application_. Cambridge University Press.