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

_A_r_g_u_m_e_n_t_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 Corporation. 

_S_U_M_M_A_R_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 relative to the return on a risk-less
     investment such a U.S. Treasury bills.

_D_A_T_A _D_E_S_C_R_I_P_T_I_O_N:

     This data frame contains the following columns:

_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.

_O_T_H_E_R _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.

