Π‘ΠΏΠ΅ΡΠΈΡΠΈΠΊΠ°ΡΠΈΡ ΡΡΠ½ΠΊΡΠΈΠΎΠ½Π°Π»ΡΠ½ΠΎΠΉ ΡΠΎΡΠΌΡ
Hannan-Quinn criter. S.D. dependent var. S.D. dependent var. Prob (F-statistic). Prob (F-statistic). Mean dependent var. Mean dependent var. Durbin-Watson stat. Durbin-Watson stat. Adjusted R-squared. Adjusted R-squared. Π’Π°Π±Π»ΠΈΡΠ° 13. Π’Π°Π±Π»ΠΈΡΠ° 12. Sum squared resid. Sum squared resid. Schwarz criterion. Schwarz criterion. Ramsey RESET Test: Sample: 1 105. Sample: 1 105. Prob. F (3,95). Prob. F… Π§ΠΈΡΠ°ΡΡ Π΅ΡΡ >
Π‘ΠΏΠ΅ΡΠΈΡΠΈΠΊΠ°ΡΠΈΡ ΡΡΠ½ΠΊΡΠΈΠΎΠ½Π°Π»ΡΠ½ΠΎΠΉ ΡΠΎΡΠΌΡ (ΡΠ΅ΡΠ΅ΡΠ°Ρ, ΠΊΡΡΡΠΎΠ²Π°Ρ, Π΄ΠΈΠΏΠ»ΠΎΠΌ, ΠΊΠΎΠ½ΡΡΠΎΠ»ΡΠ½Π°Ρ)
Π’Π΅ΠΏΠ΅ΡΡ, ΠΌΠΎΠ΄Π΅Π»Ρ Π΄ΠΎΠ»ΠΆΠ½Π° Π±ΡΡΡ ΠΏΡΠΎΠ²Π΅ΡΠ΅Π½Π° Π½Π° ΡΡΠ½ΠΊΡΠΈΠΎΠ½Π°Π»ΡΠ½ΡΡ ΡΠΎΡΠΌΡ, ΡΡΠΎΠ±Ρ Π²ΡΡΠ²ΠΈΡΡ Π΅ΡΡΡ Π»ΠΈ ΠΎΡΠΈΠ±ΠΊΠ° ΡΠΏΠ΅ΡΠΈΡΠΈΠΊΠ°ΡΠΈΠΈ ΠΈΠ»ΠΈ Π½Π΅Ρ. ΠΡΠΈ Π½Π°Ρ ΠΎΠΆΠ΄Π΅Π½ΠΈΠΈ ΡΠ°ΠΊΠΎΠΉ ΠΎΡΠΈΠ±ΠΊΠΈ ΡΡΠ΅Π±ΡΠ΅ΡΡΡ Π²ΠΊΠ»ΡΡΠΈΡΡ Π΄ΡΡΠ³ΠΈΠ΅ ΠΎΠ±ΡΡΡΠ½ΡΡΡΠΈΠ΅ ΠΏΠ΅ΡΠ΅ΠΌΠ΅Π½Π½ΡΠ΅ ΠΈΠ»ΠΈ ΠΈΠ·ΠΌΠ΅Π½ΠΈΡΡ Π·Π°Π²ΠΈΡΠΈΠΌΡΡ ΠΏΠ΅ΡΠ΅ΠΌΠ΅Π½Π½ΡΡ. ΠΡΠΎΠ²Π΅Π΄Π΅ΠΌ Ramsey ΡΠ΅ΡΡ Π½Π° ΡΡΠ½ΠΊΡΠΈΠΎΠ½Π°Π»ΡΠ½ΡΡ ΡΠΎΡΠΌΡ, Π΄Π»Ρ ΡΡΠΎΠ³ΠΎ ΠΏΠΎΡΡΡΠΎΠΈΠΌ Π²ΡΠΏΠΎΠΌΠΎΠ³Π°ΡΠ΅Π»ΡΠ½ΡΡ ΡΠ΅Π³ΡΠ΅ΡΡΠΈΡ, Π³Π΄Π΅ Π·Π°Π²ΠΈΡΠΈΠΌΠΎΠΉ ΠΏΠ΅ΡΠ΅ΠΌΠ΅Π½Π½ΠΎΠΉ Π±ΡΠ΄Π΅Ρ «Π‘ΡΠΎΠΈΠΌΠΎΡΡΡ Π±Π°Π½ΠΊΠ°», Π° ΠΎΠ±ΡΡΡΠ½ΡΡΡΠΈΠΌΠΈ ΠΏΠ΅ΡΠ΅ΠΌΠ΅Π½Π½ΡΠΌΠΈ Π±ΡΠ΄ΡΡ ΠΏΡΠ΅Π΄ΡΠΊΠ°Π·Π°Π½Π½ΡΠ΅ Π·Π½Π°ΡΠ΅Π½ΠΈΡ ΡΡΠΎΠΈΠΌΠΎΡΡΠΈ Π±Π°Π½ΠΊΠ°, Π·Π½Π°ΡΠ΅Π½ΠΈΡ Π² ΠΊΠ²Π°Π΄ΡΠ°ΡΠ΅, Π² ΠΊΡΠ±Π΅ ΠΈ Π² 4-ΠΎΠΉ ΡΡΠ΅ΠΏΠ΅Π½ΠΈ.
Π’Π°Π±Π»ΠΈΡΠ° 12
Ramsey RESET Test: | ||||
F-statistic. | 13.9 036. | Prob. F (3,95). | 0.0000. | |
Log likelihood ratio. | 36.32 831. | Prob. Chi-Square (3). | 0.0000. | |
Test Equation: | ||||
Dependent Variable: BANKVALUE | ||||
Method: Least Squares. | ||||
Date: 05/24/14 Time: 22:01. | ||||
Sample: 1 105. | ||||
Included observations: 105. | ||||
Variable. | Coefficient. | Std. Error. | t-Statistic. | Prob. |
LOANS. | 0.279 571. | 0.77 624. | 3.601 606. | 0.0005. |
DEPOSITS. | — 0.110 255. | 0.35 479. | — 3.107 618. | 0.0025. |
OPCOSTS. | 0.878 439. | 0.268 315. | 3.273 916. | 0.0015. |
VIRTUAL. | 2 958 494. | 1 881 044. | 1.572 794. | 0.1191. |
BRLESS. | 4 304 364. | 3.201 612. | 0.0019. | |
YEAR13. | 2 523 621. | 1 016 801. | 2.481 923. | 0.0148. |
C. | — 43 593.23. | 1 382 484. | — 0.31 533. | 0.9749. |
FITTED2. | — 1.94E-07. | 6.29 E-08. | — 3.89 924. | 0.0026. |
FITTED3. | 1.18 E-14. | 2.92 E-15. | 4.51 322. | 0.0001. |
FITTED4. | — 2.01E-22. | 4.37 E-23. | — 4.609 252. | 0.0000. |
R-squared. | 0.866 800. | Mean dependent var. | ||
Adjusted R-squared. | 0.854 181. | S.D. dependent var. | 7 774 347. | |
S.E. of regression. | 2 968 732. | Akaike info criterion. | 32.73 556. | |
Sum squared resid. | 8.37 E+14. | Schwarz criterion. | 32.98 832. | |
Log likelihood. | — 1708.617. | Hannan-Quinn criter. | 32.83 798. | |
F-statistic. | 68.69 032. | Durbin-Watson stat. | 1.400 252. | |
Prob (F-statistic). | 0.0. |
Π’Π΅ΡΡ Π Π°ΠΌΡΠ΅Ρ Π²ΡΡΠ²ΠΈΠ» ΠΎΡΠΈΠ±ΠΊΡ ΡΠΏΠ΅ΡΠΈΡΠΈΠΊΠ°ΡΠΈΠΈ ΠΌΠΎΠ΄Π΅Π»ΠΈ, Π² Π΄Π°Π½Π½ΠΎΠΌ ΡΠ»ΡΡΠ°Π΅ Π΅ΡΡΡ Π΄Π²Π° Π²ΡΡ ΠΎΠ΄Π° — ΠΈΠ·ΠΌΠ΅Π½ΠΈΡΡ ΠΈΠ·Π½Π°ΡΠ°Π»ΡΠ½ΡΠ΅ Π΄Π°Π½Π½ΡΠ΅, Π»ΠΈΠ±ΠΎ ΠΏΡΠΎΠ²Π΅ΡΠΈΡΡ ΠΎΡΠΈΠ±ΠΊΡ ΡΠΏΠ΅ΡΠΈΡΠΈΠΊΠ°ΡΠΈΠΈ Ρ ΠΏΠΎΠΌΠΎΡΡΡ Linktest. ΠΠ½ ΠΏΡΠΎΠ²ΠΎΠ΄ΠΈΡΡΡ ΡΠ°ΠΊΠΆΠ΅ ΠΊΠ°ΠΊ ΠΈ ΡΠ΅ΡΡ Π Π°ΠΌΡΠ΅Ρ, Π½ΠΎ ΠΎΠ½ ΠΌΠ΅Π½Π΅Π΅ ΡΡΡΠΎΠ³, Ρ.ΠΊ. ΠΏΡΠΎΠ²Π΅ΡΡΠ΅Ρ ΡΠΎΠ»ΡΠΊΠΎ ΠΊΠ²Π°Π΄ΡΠ°Ρ ΠΏΡΠ΅Π΄ΡΠΊΠ°Π·Π°Π½Π½ΠΎΠ³ΠΎ Π·Π½Π°ΡΠ΅Π½ΠΈΡ:
Π’Π°Π±Π»ΠΈΡΠ° 13
Linktest: | ||||
F-statistic. | 3.567 757. | Prob. F (1,97). | 0.0619. | |
Log likelihood ratio. | 3.792 675. | Prob. Chi-Square (1). | 0.0515. | |
Test Equation: | ||||
Dependent Variable: BANKVALUE. | ||||
Method: Least Squares. | ||||
Date: 05/24/14 Time: 22:02. | ||||
Sample: 1 105. | ||||
Included observations: 105. | ||||
Variable. | Coefficient. | Std. Error. | t-Statistic. | Prob. |
LOANS. | 0.125 570. | 0.24 626. | 5.99 192. | 0.0000. |
DEPOSITS. | — 0.45 054. | 0.23 937. | — 1.882 229. | 0.0628. |
OPCOSTS. | 0.236 545. | 0.160 777. | 1.471 261. | 0.1445. |
VIRTUAL. | 1 510 202. | 2 044 805. | 0.738 556. | 0.4620. |
BRLESS. | 5 953 447. | 1 730 512. | 3.440 281. | 0.0009. |
YEAR13. | 924 357.8. | 923 113.9. | 1.1 347. | 0.3192. |
C. | 1 021 527. | 992 069.6. | 1.29 693. | 0.3057. |
FITTED2. | 9.64 E-09. | 5.10 E-09. | 1.888 851. | 0.0619. |
R-squared. | 0.818 417. | Mean dependent var. | ||
Adjusted R-squared. | 0.805 313. | S.D. dependent var. | 7 774 347. | |
S.E. of regression. | 3 430 306. | Akaike info criterion. | 33.733. | |
Sum squared resid. | 1.14 E+15. | Schwarz criterion. | 33.20 954. | |
Log likelihood. | — 1724.885. | Hannan-Quinn criter. | 33.8 927. | |
F-statistic. | 62.45 566. | Durbin-Watson stat. | 1.171 151. | |
Prob (F-statistic). | 0.0. |
ΠΠ°Π½Π½ΡΠΉ ΡΠ΅ΡΡ ΠΏΠΎΠΊΠ°Π·Π°Π», ΡΡΠΎ ΠΎΡΠΈΠ±ΠΊΠΈ ΡΠΏΠ΅ΡΠΈΡΠΈΠΊΠ°ΡΠΈΠΈ Π½Π΅Ρ. Π‘ΠΎΠΏΠΎΡΡΠ°Π²Π»ΡΡ ΠΎΠ±Π° ΡΠ΅ΡΡΠ° Π½Π° ΡΡΠ½ΠΊΡΠΈΠΎΠ½Π°Π»ΡΠ½ΡΡ ΡΠΎΡΠΌΡ, ΠΌΠΎΠΆΠ½ΠΎ ΡΠ΄Π΅Π»Π°ΡΡ Π²ΡΠ²ΠΎΠ΄ ΠΎ ΡΠΎΠΌ, ΡΡΠΎ, ΡΠΎΡΠΌΠ°Π»ΡΠ½ΠΎ, ΠΎΡΠΈΠ±ΠΊΠ° Π΅ΡΡΡ, Π½ΠΎ ΡΠΊΠΎΡΠ΅Π΅ Π²ΡΠ΅Π³ΠΎ ΠΎΠ½Π° Π½Π΅ ΠΎΡΠ΅Π½Ρ ΡΠ΅ΡΡΠ΅Π·Π½Π°Ρ, ΠΏΠΎΡΡΠΎΠΌΡ ΠΌΠΎΠΆΠ½ΠΎ Π΄Π°Π»ΡΡΠ΅ ΠΏΡΠΎΠ²ΠΎΠ΄ΠΈΡΡ ΠΎΡΠ΅Π½ΠΊΡ ΡΠ΅Π³ΡΠ΅ΡΡΠΈΠΈ.