- -

18-05-2015 : ....................... : .......... .......... : ........................ : ........................ : 2015 2014

2

2009/2007

2008.

(10-04) .

: :

. H0 : (05 = % ) ( ) H1: (05 = % ) ( )

: . .

2004 2014 Cpa Golf.

.

.

: : : :

29 20 09 05 10 ( 2004- 2014) (Cpa) 15 139 (Golf) KIPCO 35 ( ) .

)( 13 CAMELS . .... 10 .

:

Source | SS df MS Number of obs = 9------------+------------------------------ F( 5, 3) = 19.83Model | .000792526 5 .000158505 Prob> F = 0.0166Residual | .000023984 3 7.9948e-06 R-squared = 0.9706-------------+------------------------------ Adj R-squared = 0.9217Total | .00081651 8 .000102064 Root MSE = .00283--------------------------------------------------------------------------------------secban | Coef. Std. Err. t P>|t| [95% Conf. Interval]---------------------+----------------------------------------------------------------soldmona | -1.062485 .2025489 -5.25 0.013 -1.707086 -.4178834ratmonna | 1.086863 .2159754 5.03 0.015 .3995325 1.774193capcapneseser | -.0078416 .0051344 -1.53 0.224 -.0241818 .0084985prtscouvrent | .1019286 .0390761 2.61 0.080 -.022429 .2262863tcr | .0475034 .0367992 1.29 0.287 -.0696079 .1646147intrtaffecthorsbilan | 0 (omitted)cons | .0976558 .0135152 7.23 0.005 .0546442 .1406673Durbin-Watson stat 2.103139

:

5.73 3.98 CAMELS () CAL .

SecBan Cpa = 0.98 1.06 Sold.mon + 1.09 Rat.mon - 0.01 cap/capnes + 0.10 prts.couvrent+ 0.05 Tcr 0.17 +Intr.effect.h.bilan

Source | SS df MS Number of obs = 10-------------+------------------------------ F( 6, 3) = 1179.18Model | .555005009 6 .092500835 Prob> F = 0.0000Residual | .000235335 3 .000078445 R-squared = 0.9996-------------+------------------------------ Adj R-squared = 0.9987Total | .555240344 9 .061693372 Root MSE = .00886-------------------------------------------------------------------------secban | Coef. Std. Err. T P>|t| [95% Conf. Interval]---------------------+--------------------------------------------------Sold.mon | .0077042 .002633 2.93 0.061 -.0006752 .0160836rat.mon | .0626426 .0278087 2.25 0.110 -.025857 .1511421cap/capneseser | .0254071 .0161451 1.57 0.214 -.0259737 .076788prts.couvrent | .1342916 .0048702 27.57 0.000 .1187925 .1497908tcr | -.3765814 .0651676 -5.78 0.010 -.5839737 -.169189Intr. Efct.h.bilan | .4170369 .0827345 5.04 0.015 .1537388 .6803351_cons | -.35763 .0621123 -5.76 0.010 -.5552989 -.1599611------------------------------------------------------------------------ Durbin-Watson stat 2.494925

:

19.79 () 12.04 CAMELS () CLS .SecBanGolf = 0.036 + 0.01 Sold.mon + 0.06 Rat.mon - 0.03cap/capnes + 0.13 prts.couvrent+ 0.38 Tcr + 0.42 Intr.effect.h.bilan

10-04 11-08 14-01 .

: 2003 . : .

: . : (05 = % ) ( ) 1H .

94-74 90-10 11-08 14-01 10-04 .

11-08 . . . : SYNOBA . . 11-08 & 14-01 03 .

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18-05-2015 : ....................... : .......... .......... : ........................ : ........................ : 2015 2014

38