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Future Business Journal

Table 8 Panel cointegration test results

From: Factors influencing commercial bank profitability in Bangladesh: a panel data approach

 

t Statistic

Prob

Bank-related factors

  

ADF

− 4.522407

0.0000***

Residual variance

0.0133108

 

HAC variance

0.0105842

 

Macroeconomic factors

  

ADF

− 2.704492

0.0034***

Residual variance

0.018070

 

HAC variance

0.016236

 
  1. Source: EViews results (2022)
  2. The automatic lag length selection based on Schwarz Bayesian information criteria (SIC) with a max log of 1. Newey West automatic bandwidth selection and Bartlett kernel
  3. *, **, *** indicate level of significance at 10%, 5%, and 1%, respectively
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