[Gretl-users] KPSS interpolated p-value

Dear Gretl Community, I'm a KPSS test newbie and I would like to request your help. Please take a look at the following small script: <script> open australia.gdt loop foreach i 0 1 2 3 4 --quiet kpss $i PAU endloop </script> Looking at the interpolated p-values I've found results that are greater than 1. I would like to know if this is possible. Best regards, -- Henrique C. de Andrade Doutorando em Economia Aplicada Universidade Federal do Rio Grande do Sul www.ufrgs.br/ppge