Annexe 11 : Estimation de l'équation (12)
par la méthode des MCO
Source | SS df MS Number
of obs = 42
-------------+------------------------------ F( 14,
27) = 3.48
Model | 98.956434 14 7.06831672 Prob >
F = 0.0026
Residual | 54.7840731 27 2.02903975 R-squared
= 0.6437
-------------+------------------------------ Adj
R-squared = 0.4589
Total | 153.740507 41 3.74976847 Root MSE
= 1.4244
------------------------------------------------------------------------------
spread | Coef. Std. Err. t P>|t|
[95% Conf. Interval]
-------------+----------------------------------------------------------------
assets | .0465768 .084274 0.55 0.585
-.1263393 .2194928
capital | -.0666735 .2827482 -0.24 0.815
-.6468249 .5134779
costs | .3087626 .500738 0.62 0.543
-.7186669 1.336192
deposits | -.034633 .0646335 -0.54 0.596
-.1672499 .097984
loans | -.7860789 .3800842 -2.07 0.048
-1.565947 -.0062105
number_of_~s | -.0340541 .0137212 -2.48 0.020
-.0622075 -.0059006
provisions | .1143432 .078704 1.45 0.158
-.047144 .2758305
reserves | .1831751 .1489521 1.23 0.229
-.1224493 .4887996
dummy_2002 | 2.084322 1.184691 1.76 0.090
-.3464625 4.515106
dummy_2003 | 1.78951 .9904174 1.81 0.082
-.2426591 3.821678
dummy_2004 | .1946533 .9731937 0.20 0.843
-1.802175 2.191482
dummy_2005 | -.1545392 1.047751 -0.15 0.884
-2.304346 1.995268
dummy_2006 | 1.013866 1.051171 0.96 0.343
-1.142959 3.170692
dummy_2007 | .1446733 .9792613 0.15 0.884
-1.864605 2.153951
_cons | 13.26393 7.03566 1.89 0.070
-1.172052 27.69991
------------------------------------------------------------------------------
Source : Construit par l'auteur.
Annexe 12 : Estimation de l'équation (13)
par la méthode des MCO
Source | SS df MS
Number of obs = 42
-------------+------------------------------ F(
3, 38) = 3.92
Model | 49.4651006 3 16.4883669 Prob
> F = 0.0156
Residual | 159.829331 38 4.20603502
R-squared = 0.2363
-------------+------------------------------ Adj
R-squared = 0.1761
Total | 209.294431 41 5.10474223 Root
MSE = 2.0509
------------------------------------------------------------------------------
pure_spread | Coef. Std. Err. t P>|t|
[95% Conf. Interval]
-------------+----------------------------------------------------------------
gdp_growth | .0724325 .0407994 1.78 0.084
-.0101616 .155026
inflation_rate | .145547 .096876 1.50 0.141
-.0505682 .341662
ir_volatility | .1113156 .0700557 1.59 0.120
-.0305048 .253135
_cons | 8.80236 .5767775 15.26 0.000
7.634735 9.969985
------------------------------------------------------------------------------
Source : Construit par l'auteur.
A l'issue de cette régression, on constate que nos
variables explicatives sont globalement significatives au seuil de 5% (Prob
> F = 0.0156). Effectuons à présent le de Ramsey-Reset.
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