Research Article
Investigating the Determinants of Nonperforming Loans in the Romanian Banking System: An Empirical Study with Reference to the Greek Crisis
Table 5
Serial correration test for the multivariate model.
| | Breusch-Godfrey LM test: | | | | | | F-statistic | 0.882585 | Probability | | 0.417605 | | Obs * R-squared | 1.959774 | Probability | | 0.375354 |
| | Dependent variable: RESID | | | | | | Method: least squares | | | | |
| | Variable | Coefficient | Std. Error | t-statistic | Prob. |
| | C | −2.58E-05 | 0.000457 | −0.056394 | 0.9552 | | CPI | 1.74E-06 | 3.29E-05 | 0.052775 | 0.9580 | | UN | 5.81E-06 | 8.23E-05 | 0.070535 | 0.9439 | | DLCSTR | −0.000492 | 0.001445 | −0.340164 | 0.7346 | | DLGFC (−12) | −0.000377 | 0.001469 | −0.256693 | 0.7981 | | DTGG (−3) | 0.000669 | 0.003086 | 0.216803 | 0.8289 | | DLM2 | −0.000382 | 0.003037 | −0.125784 | 0.9002 | | DDLLPG | 0.005805 | 0.120944 | 0.047998 | 0.9618 | | DSPGD (−1) | −7.79E-05 | 0.000446 | −0.174853 | 0.8616 | | RESID (−1) | −0.157716 | 0.118716 | −1.328516 | 0.1877 | | RESID (−2) | −0.033249 | 0.120267 | −0.276463 | 0.7829 |
| | R-squared | 0.021073 | Mean dependent var | | 9.21E-20 | | Adjusted R-squared | −0.098309 | S.D. dependent var | | 0.000882 | | S.E. of regression | 0.000924 | Akaike info criterion | | −11.02404 | | Sum squared resid | 7.01E-05 | Schwarz criterion | | −10.72449 | | Log likelihood | 523.6181 | F-statistic | | 0.176517 | | Durbin-Watson stat | 1.979081 | Prob (F-statistic) | | 0.997482 |
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