acme: Monthly Excess Returns
In boot: Bootstrap Functions (Originally by Angelo Canty for S)
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, 353–370.
References
Davison, A.C. and Hinkley, D.V. (1997) Bootstrap Methods and Their Application. Cambridge University Press.
boot documentation built on Sept. 11, 2024, 6:15 p.m.
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| 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, 353–370.
References
Davison, A.C. and Hinkley, D.V. (1997) Bootstrap Methods and Their Application. Cambridge University Press.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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