DEPENDENT VARIABLE | ROA (4, 0, 0, 2, 1, 2) | ROE (1, 3, 0, 0, 0, 0) | TA (1, 0, 0, 0, 0, 0) |
LONG-RUN |
|
|
|
GBY | −0.16 | −1.16** | 1.00** |
RGDP | −0.02** | 1.76 | −0.41** |
IR | 0.23 | 1.12** | −0.82** |
JSEM | −0.02 | 0.17** | 0.04** |
UR | −0.01** | 0.20** | −0.11** |
ECT | −0.66** | −0.47** | −0.81*** |
Durbin-Watson | 1.20 | 1.76 | 2.03 |
SER. CORR (X2) | 12.709*** | 3.93** | 0.43 |
HETERO. | 58 | 58 | 38.40 |
STABILITY | STABLE | STABLE | STABLE |