Table 2.

Results of logistic coefficients using bootstrap (training data)

OnBid rateCD rateBond spreadCredit spreadKOSPI returnR2
mean−2.197.49−3.147.11−2.370.14
s.d.0.7721.6590.9311.6600.8970.149
95% CI[−3.84, −0.86][4.47, 11.00][−5.27, −1.57][4.13, 10.74][−4.16, −0.61][−0.17, 0.42]

Notes:

This table reports bootstrap training results of estimated coefficients in logistic regression and R2. We run 1,000 times to compute the mean, standard deviation (s.d.), and 95% confidence interval (CI). For example, the lower 2.5% percentile is ranked in 25th among the 1,000 results and the upper 97.5% percentile is ranked in 975th

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