

   MMoonntthhllyy EExxcceessss RReettuurrnnss

   AArrgguummeennttss::

      month: A character string representing the month of the
             observation.

     market: The excess return of the market as a whole.

       acme: The excess return for the Acme Cleveland Corpora-
             tion.

   SSUUMMMMAARRYY::

        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 rel-
        ative to the return on a risk-less investment such a
        U.S. Treasury bills.

   DDAATTAA DDEESSCCRRIIPPTTIIOONN::

        This data frame contains the following columns:

   SSOOUURRCCE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.

   OOTTHHEERR RREEFFEERREENNCCEESS::

        Davison, A.C. and Hinkley, D.V. (1997) Bootstrap Meth-
        ods and Their Application. Cambridge University Press.

