LOGISTIC 

REGRESSION VARIABLES Crisis
  /METHOD=ENTER Inflation Exportgrowth Importgrowth M1growth USint Domesticcredit Forex M2byforex FDIbygdp Currentaccountbygd
p GDPpe
   rcapita Turkeyinterbankrate Bankreserves

  /CRITERIA=PIN(.05) POUT(.10) ITERATE(20) CUT(.5).

Logistic Regression

Notes

Output Created 05-Nov-2008 21:13:23

Comments

Input Data C:\Documents and Settings\Vinay

Jain\Desktop\Usable files\Currency Crisis
file.sav

Active Dataset DataSet0

Filter <none>

Weight <none>

Split File <none>

N of Rows in Working Data

240
File

Missing Value Handling Definition of Missing User-defined missing values are treated
as missing

Syntax LOGISTIC REGRESSION VARIABLES

Crisis
/METHOD=ENTER Inflation
Exportgrowth Importgrowth M1growth
USint Domesticcredit Forex M2byforex
FDIbygdp Currentaccountbygdp
GDPpercapita Turkeyinterbankrate
Bankreserves
/CRITERIA=PIN(.05) POUT(.10)
ITERATE(20) CUT(.5).

Resources Processor Time 00:00:00.080

Elapsed Time 00:00:00.471

[DataSet0] C:\Documents and Settings\Vinay Jain\Desktop\Usable files\Currency Crisis file.sav
 Case Processing Summary

Unweighted Casesa N Percent

Selected Cases Included in Analysis 240 100.0

Missing Cases 0 .0

Total 240 100.0

Unselected Cases 0 .0

Total 240 100.0

a. If weight is in effect, see classification table for the total number of

cases.

Dependent Variable
Encoding

Original
Value Internal Value

0 0

1 1

Block 1: Method = Enter

Omnibus Tests of Model Coefficients

Chi-square df Sig.

Step 1 Step 122.676 13 .000

Block 122.676 13 .000

Model 122.676 13 .000

Model Summary

Cox & Snell R Nagelkerke R

Step -2 Log likelihood Square Square

1 33.364a .400 .837

a. Estimation terminated at iteration number 13 because

parameter estimates changed by less than .001.
 Classification Tablea

Predicted

Crisis
Percentage
Observed 0 1 Correct

Step 1 Crisis 0 211 5 97.7

1 5 19 79.2

Overall Percentage 95.8

a. The cut value is .500

Variables in the Equation

B S.E. Wald df Sig. Exp(B)

Step 1a Inflation -.225 .320 .494 1 .482 .798

Exportgrowth -.038 .043 .786 1 .375 .963

Importgrowth .003 .054 .003 1 .958 1.003

M1growth .008 .072 .012 1 .913 1.008

USint 2.123 .965 4.838 1 .028 8.357

Domesticcredit -.683 .355 3.705 1 .054 .505

Forex .387 .488 .629 1 .428 1.473

M2byforex 10.950 4.826 5.148 1 .023 5.696E4

FDIbygdp 2.406 7.011 .118 1 .731 11.087

Currentaccountbygdp -1.682 .648 6.749 1 .009 .186

GDPpercapita -.007 .005 1.863 1 .172 .993

Turkeyinterbankrate .026 .021 1.588 1 .208 1.026

Bankreserves -68.149 24.272 7.883 1 .005 .000

Constant 32.561 16.950 3.690 1 .055 1.384E14

a. Variable(s) entered on step 1: Inflation, Exportgrowth, Importgrowth, M1growth, USint,

Domesticcredit, Forex, M2byforex, FDIbygdp, Currentaccountbygdp, GDPpercapita,
Turkeyinterbankrate, Bankreserves.

Block 0: Beginning Block
 Classification Tablea,b

Predicted

Crisis
Percentage
Observed 0 1 Correct

Step 0 Crisis 0 216 0 100.0

1 24 0 .0

Overall Percentage 90.0

a. Constant is included in the model.

b. The cut value is .500

Variables in the Equation

B S.E. Wald df Sig. Exp(B)

Step 0 Constant -2.197 .215 104.280 1 .000 .111

Variables not in the Equation

Score df Sig.

Step 0 Variables Inflation 10.283 1 .001

Exportgrowth .036 1 .850

Importgrowth 1.065 1 .302

M1growth 1.971 1 .160

USint .919 1 .338

Domesticcredit .416 1 .519

Forex 4.535 1 .033

M2byforex 3.080 1 .079

FDIbygdp 3.902 1 .048

Currentaccountbygdp 4.107 1 .043

GDPpercapita 4.661 1 .031

Turkeyinterbankrate 48.219 1 .000

Bankreserves 29.622 1 .000

Overall Statistics 90.213 13 .000