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Previously, variations of the Yule-Walker techniques have been applied successfully to give point estimates of electromechanical modes of a power system based on measured ambient data. This paper introduces a bootstrap method to give confidence interval estimates for the electromechanical modes. Simulation results from a 19-machine model show the validation of the bootstrap method and its consistence to Monte Carlo methods. Actual measurement data taken from western North American Power Grid in 2000 are processed using the bootstrap method to give confidence interval estimates for interarea mode damping ratios. The use of multiple outputs is shown to improve the performance and tighten the confidence intervals.