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