Z-score [bankcode, t] = Xb + u [bankcode] + e [bankcode, t]

Estimated results

Var

Sd = sqrt (Var)

z-score

2,456,571

1567.345

e

2,443,162

1563.062

u

0

0

Test: Var(u) = 0

chibar2(01) = Prob > chibar2 =

0.00 1.0000