Estimation Results of Blocked Bootstrap | |||||||||
statistic | P1 | P5 | Q1 | Estimate | Q3 | P95 | P99 | S.D. | IQR |
mean | -0.20466 | -0.13568 | -0.052906 | -1.9893e-16 | 0.06136 | 0.14738 | 0.19278 | 0.086343 | 0.11427 |
median | -0.36869 | -0.29852 | -0.17686 | -0.089308 | 0.071742 | 0.22102 | 0.24696 | 0.15587 | 0.2486 |
midrange | -0.83737 | -0.62809 | -0.4502 | -0.1631 | -0.11824 | 0.43751 | 0.54393 | 0.30871 | 0.33196 |
mode | -1.6538 | -0.94381 | -0.30778 | -1.9786e-16 | 0.28918 | 1.0141 | 2.1329 | 0.68314 | 0.59696 |
mode k.dens | -0.67005 | -0.5989 | -0.45712 | -0.27398 | 0.049057 | 0.47468 | 0.69856 | 0.34538 | 0.50617 |