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