+--------+-------------------+
| acme   | 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**, 353â€“370.

References
~~~~~~~~~~

Davison, A.C. and Hinkley, D.V. (1997) *Bootstrap Methods and Their
Application*. Cambridge University Press.
