Estimation Results of Blocked Bootstrap | |||||||||
statistic | P1 | P5 | Q1 | Estimate | Q3 | P95 | P99 | S.D. | IQR |
mean | -0.20677 | -0.14885 | -0.059382 | -1.9893e-16 | 0.05765 | 0.12993 | 0.192 | 0.085287 | 0.11703 |
median | -0.36878 | -0.30037 | -0.17686 | -0.089308 | 0.06508 | 0.21394 | 0.25574 | 0.15129 | 0.24194 |
midrange | -0.83768 | -0.62809 | -0.40534 | -0.1631 | -0.11824 | 0.43751 | 0.72629 | 0.29886 | 0.2871 |
mode | -1.7052 | -1.0123 | -0.29267 | -1.9786e-16 | 0.34166 | 0.92506 | 1.9983 | 0.61955 | 0.63434 |
mode k.dens | -0.73233 | -0.61354 | -0.46735 | -0.27398 | -0.040356 | 0.46461 | 0.60876 | 0.33431 | 0.427 |