

acme(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 Corpora-
          tion.

_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 rel-
     ative 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 Meth-
     ods and Their Application. Cambridge University Press.

