Estimation Results of Blocked Bootstrap | |||||||||
statistic | P1 | P5 | Q1 | Estimate | Q3 | P95 | P99 | S.D. | IQR |
mean | -0.22231 | -0.15121 | -0.059235 | -1.9893e-16 | 0.061846 | 0.12418 | 0.18838 | 0.089209 | 0.12108 |
median | -0.37803 | -0.30037 | -0.17801 | -0.089308 | 0.06508 | 0.21357 | 0.24696 | 0.15483 | 0.24309 |
midrange | -0.83737 | -0.62809 | -0.4502 | -0.1631 | -0.11824 | 0.43751 | 0.72629 | 0.27987 | 0.33196 |
mode | -1.65 | -1.0217 | -0.28644 | -1.9786e-16 | 0.35673 | 1.1585 | 1.9782 | 0.70052 | 0.64316 |
mode k.dens | -0.6923 | -0.60617 | -0.46477 | -0.27398 | -0.06019 | 0.44107 | 0.63878 | 0.31605 | 0.40458 |