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Regression

[DataSet1] C:\Users\Kishlay\Desktop\final data.sav


Descriptive Statistics
Mean

Std. Deviation

SCB_NPA

1.7145

.75819

17

GDP

6.7583

1.80303

17

17.8269

5.62672

17

6.8207

1.68681

17

Credit
AvCallrate
WPI
CNX_nifty

5.5808

1.84499

17

10.2736

20.53731

17

.53

.514

17

dummy_04_05

Correlations
SCB_NPA
Pearson Correlation

AvCallrate

WPI

CNX_nifty

dummy_04_0
5

1.000

-.510

-.437

.476

-.464

-.250

-.939

GDP

-.510

1.000

.373

-.474

.043

.633

.482

Credit

-.437

.373

1.000

-.397

-.008

.496

.495

.476

-.474

-.397

1.000

.146

-.377

-.395

WPI

-.464

.043

-.008

.146

1.000

-.215

.508

CNX_nifty

-.250

.633

.496

-.377

-.215

1.000

.253

dummy_04_05

-.939

.482

.495

-.395

.508

.253

1.000

.018

.040

.027

.030

.167

.000

GDP

.018

.070

.027

.435

.003

.025

Credit

.040

.070

.057

.488

.021

.022

AvCallrate

.027

.027

.057

.288

.068

.058

WPI

.030

.435

.488

.288

.204

.019

CNX_nifty

.167

.003

.021

.068

.204

.164

dummy_04_05

SCB_NPA

Credit

SCB_NPA

AvCallrate

Sig. (1-tailed)

GDP

.000

.025

.022

.058

.019

.164

SCB_NPA

17

17

17

17

17

17

17

GDP

17

17

17

17

17

17

17

Credit

17

17

17

17

17

17

17

AvCallrate

17

17

17

17

17

17

17

WPI

17

17

17

17

17

17

17

CNX_nifty

17

17

17

17

17

17

17

dummy_04_05

17

17

17

17

17

17

17

Model Summary

Change Statistics
Model
1

R Square

Adjusted R
Square

Std. Error of
the Estimate

.949

.900

.840

.30299

.949

.900

.854

.948

.899

.866

.948

.898

.946

e
f

4
5
6

.939

R Square
Change

F Change

df1

df2

Sig. F Change

DurbinWatson

.900

15.032

10

.000

1.55

.28933

.000

.030

10

.865

1.50

.27802

-.001

.081

11

.782

1.54

.875

.26857

-.001

.131

12

.723

1.62

.894

.879

.26365

-.004

.491

13

.496

1.61

.881

.873

.26997

-.013

1.728

14

.210

1.450

a. Predictors: (Constant), dummy_04_05, CNX_nifty, AvCallrate, Credit, WPI, GDP


b. Predictors: (Constant), dummy_04_05, AvCallrate, Credit, WPI, GDP
c. Predictors: (Constant), dummy_04_05, AvCallrate, Credit, GDP
d. Predictors: (Constant), dummy_04_05, AvCallrate, Credit
e. Predictors: (Constant), dummy_04_05, AvCallrate
f. Predictors: (Constant), dummy_04_05
g. Dependent Variable: SCB_NPA

Page 1

ANOVA

Model
1

Sum of
Squares
Regression

1.380

.918

10

.092

Total

9.198

16

Regression

8.277

1.655
.084

.921

11

Total

9.198

16

Regression

8.270

2.068
.077

Residual
4

.928

12

Total

9.198

16

Regression

8.260

2.753

.938

13

.072

Total

9.198

16

Regression

8.225

4.112

.973

14

.070

Total

9.198

16

Regression

8.104

8.104

Residual

1.093

15

.073

Total

9.198

16

Residual
5

Residual
6

Mean Square
6

Residual
3

df

8.280

Residual
2

Sig.

15.032

.000

19.775

.000

26.749

.000

38.172

.000

59.161

.000

111.195

.000

a. Dependent Variable: SCB_NPA


b. Predictors: (Constant), dummy_04_05, CNX_nifty, AvCallrate, Credit, WPI, GDP
c. Predictors: (Constant), dummy_04_05, AvCallrate, Credit, WPI, GDP
d. Predictors: (Constant), dummy_04_05, AvCallrate, Credit, GDP
e. Predictors: (Constant), dummy_04_05, AvCallrate, Credit
f. Predictors: (Constant), dummy_04_05, AvCallrate
g. Predictors: (Constant), dummy_04_05
Coefficientsa
Unstandardized Coefficients
Model
1

B
(Constant)

2.051

.722

GDP

-.025

.062

Credit

.008

.018

AvCallrate

.063

WPI
CNX_nifty

.018

-.059

-.397

.700

.061

.457

.658

.057

.140

1.111

.293

-.013

.057

-.031

-.226

.825

.026

.174

.865

-.875

-5.294

.000

(Constant)

2.012

.654

3.076

.011

GDP

-.019

.049

-.044

-.378

.713

Credit

.009

.016

.069

.583

.571

AvCallrate

.063

.054

.141

1.168

.267

-.015

.053

-.037

-.284

.782

-1.293

.232

-.877

-5.565

.000

(Constant)

1.955

.598

3.268

.007

GDP

-.017

.047

-.041

-.362

.723

Credit

.010

.015

.078

.709

.492

AvCallrate

.058

.049

.129

1.186

.258

-1.336

.169

-.906

-7.922

.000

1.819

.451

4.037

.001

Credit

.010

.014

.074

.701

.496

AvCallrate

.064

.045

.142

1.426

.178

-.919

-8.735

.000

6.095

.000

(Constant)

dummy_04_05

-1.354

.155

(Constant)

2.027

.333

AvCallrate

.056

.043

.124

1.315

.210

-1.311

.139

-.890

-9.401

.000

2.447

.095

25.635

.000

-1.383

.131

-.939

-10.545

.000

dummy_04_05
6

2.841

.244

dummy_04_05

Sig.

.005

dummy_04_05

.001

WPI
3

Beta

-1.290

dummy_04_05
2

Std. Error

Standardized
Coefficients

(Constant)
dummy_04_05

a. Dependent Variable: SCB_NPA


Residuals Statisticsa

Predicted Value
Residual
Std. Predicted Value
Std. Residual

Minimum

Maximum

Mean

Std. Deviation

1.0635

2.4468

1.7145

.71171

17

-.47274

.58514

.00000

.26140

17

-.915

1.029

.000

1.000

17

-1.751

2.167

.000

.968

17

a. Dependent Variable: SCB_NPA

Regression
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[DataSet1] C:\Users\Kishlay\Desktop\final data.sav


Descriptive Statistics
Mean

Std. Deviation

SCB_NPA

1.7145

.75819

17

GDP

6.7583

1.80303

17

AvCallrate

6.8207

1.68681

17

WPI

5.5808

1.84499

17

10.2736

20.53731

17

.53

.514

17

18.1287

5.49679

17

CNX_nifty
dummy_04_05
Creditlag

Correlations
SCB_NPA
Pearson Correlation

WPI

CNX_nifty

dummy_04_0
5

Creditlag

1.000

-.510

.476

-.464

-.250

-.939

-.561

GDP

-.510

1.000

-.474

.043

.633

.482

.665

1.000

.146

-.377

-.395

-.204

.476

-.474

WPI

-.464

.043

.146

1.000

-.215

.508

.145

CNX_nifty

-.250

.633

-.377

-.215

1.000

.253

.365

dummy_04_05

-.939

.482

-.395

.508

.253

1.000

.470

Creditlag

-.561

.665

-.204

.145

.365

.470

1.000

SCB_NPA

AvCallrate

SCB_NPA
AvCallrate

Sig. (1-tailed)

GDP

.018

.027

.030

.167

.000

.010

GDP

.018

.027

.435

.003

.025

.002

AvCallrate

.027

.027

.288

.068

.058

.216

WPI

.030

.435

.288

.204

.019

.289

CNX_nifty

.167

.003

.068

.204

.164

.075

dummy_04_05

.000

.025

.058

.019

.164

.028

Creditlag

.010

.002

.216

.289

.075

.028

SCB_NPA

17

17

17

17

17

17

17

GDP

17

17

17

17

17

17

17

AvCallrate

17

17

17

17

17

17

17

WPI

17

17

17

17

17

17

17

CNX_nifty

17

17

17

17

17

17

17

dummy_04_05

17

17

17

17

17

17

17

Creditlag

17

17

17

17

17

17

17

Model Summaryg
Change Statistics
Model
1

R Square

Adjusted R
Square

Std. Error of
the Estimate

R Square
Change

F Change

df1

df2

Sig. F Change

DurbinWatson

.959

.919

.871

.27261

.919

18.961

10

.000

1.52

.958

.919

.882

.26096

-.001

.080

10

.784

1.40

.957

.916

.888

.25387

-.003

.357

11

.562

1.35

.955

.912

.891

.24993

-.004

.600

12

.454

1.25

.948

.899

.885

.25716

-.012

1.822

13

.200

1.14

.881

.873

.26997

-.018

2.531

14

.134

1.450

5
6

.939

a. Predictors: (Constant), Creditlag, WPI, AvCallrate, CNX_nifty, dummy_04_05, GDP


b. Predictors: (Constant), Creditlag, WPI, AvCallrate, dummy_04_05, GDP
c. Predictors: (Constant), Creditlag, AvCallrate, dummy_04_05, GDP
d. Predictors: (Constant), Creditlag, AvCallrate, dummy_04_05
e. Predictors: (Constant), Creditlag, dummy_04_05
f. Predictors: (Constant), dummy_04_05
g. Dependent Variable: SCB_NPA

Page 3

ANOVA

Model
1

Sum of
Squares
Regression

1.409

.743

10

.074

Total

9.198

16

Regression

8.449

1.690
.068

.749

11

Total

9.198

16

Regression

8.424

2.106
.064

Residual
4

.773

12

Total

9.198

16

Regression

8.386

2.795

.812

13

.062

Total

9.198

16

Regression

8.272

4.136

.926

14

.066

Total

9.198

16

Regression

8.104

8.104

Residual

1.093

15

.073

Total

9.198

16

Residual
5

Residual
6

Mean Square
6

Residual
3

df

8.455

Residual
2

Sig.

18.961

.000

24.813

.000

32.678

.000

44.749

.000

62.539

.000

111.195

.000

a. Dependent Variable: SCB_NPA


b. Predictors: (Constant), Creditlag, WPI, AvCallrate, CNX_nifty, dummy_04_05, GDP
c. Predictors: (Constant), Creditlag, WPI, AvCallrate, dummy_04_05, GDP
d. Predictors: (Constant), Creditlag, AvCallrate, dummy_04_05, GDP
e. Predictors: (Constant), Creditlag, AvCallrate, dummy_04_05
f. Predictors: (Constant), Creditlag, dummy_04_05
g. Predictors: (Constant), dummy_04_05
Coefficientsa
Unstandardized Coefficients
Model
1

B
(Constant)

2.212

.542

GDP

.030

.066

AvCallrate

.080

.052

-.023

WPI
CNX_nifty
dummy_04_05
2

4.083

.002

.071

.447

.664

.178

1.533

.156

.051

-.057

-.459

.656

.001

.005

.035

.282

.784

.206

-.785

-5.616

.000

.018

-.206

-1.616

.137

(Constant)

2.189

.513

4.269

.001

.039

.055

.093

.706

.495

.080

.050

.179

1.604

.137

-.028

.046

-.067

-.598

.562

-1.150

.196

-.781

-5.876

.000

Creditlag

-.029

.017

-.209

-1.715

.114

(Constant)

dummy_04_05

2.124

.488

4.357

.001

GDP

.041

.054

.099

.774

.454

AvCallrate

.069

.045

.153

1.530

.152

-1.222

.150

-.829

-8.148

.000

Creditlag

-.028

.016

-.205

-1.731

.109

(Constant)

2.358

.377

6.260

.000

AvCallrate

.054

.040

.121

1.350

.200

-1.209

.147

-.820

-8.241

.000

Creditlag

-.021

.013

-.150

(Constant)

2.773

.224

-1.277

.142

-.021

.013

2.447

.095

-1.383

.131

dummy_04_05

dummy_04_05

dummy_04_05
Creditlag
6

Sig.

-.028

WPI

-1.158

AvCallrate

Beta

Creditlag
GDP

Std. Error

Standardized
Coefficients

(Constant)
dummy_04_05

-1.606

.132

12.365

.000

-.867

-9.021

.000

-.153

-1.591

.134

25.635

.000

-.939

-10.545

.000

a. Dependent Variable: SCB_NPA


Residuals Statisticsa

Predicted Value
Residual
Std. Predicted Value
Std. Residual

Minimum

Maximum

Mean

Std. Deviation

1.0635

2.4468

1.7145

.71171

17

-.47274

.58514

.00000

.26140

17

-.915

1.029

.000

1.000

17

-1.751

2.167

.000

.968

17

a. Dependent Variable: SCB_NPA

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