Variable

Estimation

Standard deviation

T-statistic

P-value

ROA

−0.040084

0.006847

−5.85393***

0.0011

CAR

−0.000495

0.001883

−0.263166***

0.0012

ITR

0.610481

0.056074

10.88698***

0.0000

BTR

0.172612

0.007437

23.20968***

0.0000

AR (1)

1.267237

0.103526

12.24079***

0.0000

AR (2)

−0.482332

0.104487

-4.616179***

0.0036

R^2

0.998768

-

-

Adjust-R^2

0.997535

-

-

F-stat

810.5204

-

-

0.000

D-W

2.197643

-

-

-