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 | - | - | - |