acme                  package:boot                  R Documentation

Monthly Excess Returns

Description:

     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.

Usage:

     data(acme)

Format:

     This data frame contains the following columns:

     '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.

Source:

     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.

References:

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

