[Gretl-users] LW estimator and the GPH test

Hi all, Running the fractional integration tests on my data gives estimated degree of integration = 0.92 and 0.94 for LW and GPH tests respectively. I was wondering if these tests are suitable for near unit root testing and whether I can interpret these results as evidence of a near unit root? I couldn't find in the user's guide a reference for these tests. Cheers Talha -- “Remember not only to say the right thing in the right place, but far more difficult still, to leave unsaid the wrong thing at the tempting moment.” - Benjamin Franklin (1706-1790) --