R: Monthly Excess Returns

acme {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

    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.

[Package boot version 1.2-34 Index]