Estimation Results of Blocked Bootstrap | |||||||||
statistic | P1 | P5 | Q1 | Estimate | Q3 | P95 | P99 | S.D. | IQR |
mean | -0.32682 | -0.21954 | -0.091735 | 2.1129e-16 | 0.091453 | 0.21751 | 0.3074 | 0.13548 | 0.18319 |
median | -0.28311 | -0.13339 | -0.0046754 | 0.032328 | 0.072066 | 0.45152 | 0.59949 | 0.1675 | 0.076741 |
midrange | -1.2325 | -1.0349 | -1.0097 | -0.83774 | -0.78787 | -0.037249 | 0.088043 | 0.30984 | 0.22183 |
mode | -3.033 | -1.5372 | -0.56609 | 2.1356e-16 | 0.57449 | 1.6478 | 2.3315 | 0.99582 | 1.1406 |
mode k.dens | -0.55221 | -0.41935 | -0.2108 | 0.058311 | 0.82212 | 1.0292 | 1.1478 | 0.52895 | 1.0329 |