Table 8: H estimates at LKWF1.

Series name b 0 H 0 MSE x_lkwf1_1996(t) 0.055 0.973 2.234 x_lkwf1_1997(t) 0.060 0.970 2.174 x_lkwf1_1998(t) 0.055 0.973 2.150 x_lkwf1_1999(t) 0.056 0.972 2.140 x_lkwf1_2000(t) 0.065 0.967 2.385 x_lkwf1_2001(t) 0.060 0.970 1.725 x_lkwf1_2002(t) 0.045 0.977 1.814 x_lkwf1_2003(t) 0.043 0.978 3.144 x_lkwf1_2004(t) 0.040 0.980 1.789