Table 11:
H
estimates at SPGF1.
Series name
b
0
H
0
MSE
x
_spgf1_1996(
t
)
0.045
0.977
2.217
×
1
0
−
4
x
_spgf1_1997(
t
)
0.055
0.973
2.158
×
1
0
−
4
x
_spgf1_1998(
t
)
0.085
0.960
9.074
×
1
0
−
4