International Journal of Stochastic Analysis / 2012 / Article / Tab 2

Research Article

A Dependent Hidden Markov Model of Credit Quality

Table 2

Linear regression results.
(a) Summary output

Regression statistics

Multiple 0.9935
square 0.9871
Adjusted square 0.9868
Standard error 0.0236
Observations 64

(b) ANOVA

df SS MS Significance

Regression 1 2.6345 2.6345 4728.10 0.0000
Residual 62 0.0345 0.0006

Total 63 2.6690

(c)


Coeff Std err stat value Lower Upper
95% 95%

Intercept −0.0003 0.0031 −0.1109 0.9121 −0.0065 0.0058
( ) 1.0058 0.0146 68.7612 0.0000 0.9765 1.0350

Article of the Year Award: Outstanding research contributions of 2020, as selected by our Chief Editors. Read the winning articles.