EVOLUTION-MANAGER
Edit File: acme.html
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd"><html xmlns="http://www.w3.org/1999/xhtml"><head><title>R: Monthly Excess Returns</title> <meta http-equiv="Content-Type" content="text/html; charset=utf-8" /> <link rel="stylesheet" type="text/css" href="R.css" /> </head><body> <table width="100%" summary="page for acme {boot}"><tr><td>acme {boot}</td><td style="text-align: right;">R Documentation</td></tr></table> <h2> Monthly Excess Returns </h2> <h3>Description</h3> <p>The <code>acme</code> data frame has 60 rows and 3 columns. </p> <p>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. </p> <h3>Usage</h3> <pre> acme </pre> <h3>Format</h3> <p>This data frame contains the following columns: </p> <dl> <dt><code>month</code></dt><dd> <p>A character string representing the month of the observation. </p> </dd> <dt><code>market</code></dt><dd> <p>The excess return of the market as a whole. </p> </dd> <dt><code>acme</code></dt><dd> <p>The excess return for the Acme Cleveland Corporation. </p> </dd></dl> <h3>Source</h3> <p>The data were obtained from </p> <p>Simonoff, J.S. and Tsai, C.-L. (1994) Use of modified profile likelihood for improved tests of constancy of variance in regression. <em>Applied Statistics</em>, <b>43</b>, 353–370. </p> <h3>References</h3> <p>Davison, A.C. and Hinkley, D.V. (1997) <em>Bootstrap Methods and Their Application</em>. Cambridge University Press. </p> <hr /><div style="text-align: center;">[Package <em>boot</em> version 1.3-22 <a href="00Index.html">Index</a>]</div> </body></html>