Table 10: H estimates at SMKF1.

Series nameb 0H 0MSE

x_smkf1_1998(t)0.0350.9839.632
x_smkf1_1999(t)0.0450.9778.555
x_smkf1_2000(t)0.0450.9777.955
x_smkf1_2001(t)0.0350.9837.963
x_smkf1_2002(t)0.0250.9877.369
x_smkf1_2003(t)0.0220.9897.322
x_smkf1_2004(t)0.0190.9917.268
x_smkf1_2005(t)0.0190.9896.910