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.
data(acme)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.