Variable | Coefficient | Std. Error | t-value | Pr (>|t|) |
Constant | 0.0044 | 0.0011 | 3.9360 | 0.0009*** |
ECT | −0.0562 | 0.0093 | −6.0700 | 0.0000*** |
dRWA.t | 0.0546 | 0.3267 | 0.1670 | 0.869 |
dRWA.1 | 1.0440 | 0.3485 | 0.1670 | 0.0074** |
dRWA.2 | 1.5200 | 0.3412 | 4.4560 | 0.0074** |
dRWA.3 | 1.2160 | 0.3439 | 3.5370 | 0.0022** |
dROE.t | −0.0327 | 0.0143 | −2.2870 | 0.0338* |
dROE.1 | 0.2328 | 0.0377 | 6.1770 | 0.0000*** |
dROE.2 | 0.1250 | 0.0264 | 4.7410 | 0.0001*** |
dROE.3 | 0.0352 | 0.0082 | 4.2930 | 0.0004*** |
dEIR.t | −0.0001 | 0.0002 | −0.6340 | 0.0004*** |
dLR.t | 0.4212 | 0.1964 | 2.1450 | 0.0451* |
dLR.1 | 0.7301 | 0.1288 | 5.6700 | 0.0000*** |
dLR.2 | 0.4965 | 0.1204 | 4.1240 | 0.0006*** |
dLR.3 | 0.2842 | 0.1122 | 2.5340 | 0.0203* |
dLnEXR.t | 0.1059 | 0.0297 | 3.5710 | 0.0020** |
dLnEXR.1 | 0.0666 | 0.0267 | 2.4960 | 0.0219* |
dLnEXR.2 | 0.1660 | 0.0333 | 4.7370 | 0.0001*** |
dLnEXR.3 | 0.1535 | 0.0324 | 4.7370 | 0.0001*** |
dNPL.1 | −0.1399 | 0.1615 | −0.8660 | 0.3972 |
R-squared: 0.8761, Adjusted R-squared: 0.7523, p-value: 0.0000 |