Estimation Results of Blocked Bootstrap | |||||||||
statistic | P1 | P5 | Q1 | Estimate | Q3 | P95 | P99 | S.D. | IQR |
mean | -4.004 | -2.6766 | -1.1541 | 1.753e-15 | 1.1484 | 2.8243 | 3.82 | 1.7149 | 2.3025 |
median | -1.4969 | -0.61017 | 1.668 | 4.4655 | 5.3073 | 7.4207 | 8.1413 | 2.3775 | 3.6393 |
midrange | -24.483 | -23.992 | -7.7323 | -7.7323 | -5.009 | 4.8554 | 14.025 | 8.5376 | 2.7232 |
mode | -54.918 | -31.381 | -7.4603 | 21.714 | 22.077 | 60.782 | 64.323 | 26.599 | 29.538 |
mode k.dens | -6.8431 | 5.0404 | 8.7598 | 10.485 | 11.726 | 13.882 | 15.757 | 3.5997 | 2.9663 |