Estimation Results of Blocked Bootstrap | |||||||||
statistic | P1 | P5 | Q1 | Estimate | Q3 | P95 | P99 | S.D. | IQR |
mean | 1.0591 | 1.1107 | 1.182 | 1.2182 | 1.2645 | 1.3197 | 1.3412 | 0.062643 | 0.082505 |
median | 1.0056 | 1.0996 | 1.2199 | 1.2651 | 1.3003 | 1.3206 | 1.3482 | 0.074834 | 0.0804 |
midrange | 1.1197 | 1.1537 | 1.183 | 1.2152 | 1.2174 | 1.3096 | 1.3753 | 0.04536 | 0.0344 |
mode | 0.8921 | 0.92329 | 1.1382 | 1.2182 | 1.3403 | 1.4238 | 1.5003 | 0.14424 | 0.20214 |
mode k.dens | 0.89523 | 0.90055 | 1.2823 | 1.309 | 1.3187 | 1.3391 | 1.355 | 0.11647 | 0.036326 |