The cor(mtcars$mpg, fitted(m0))^2 method works great - thanks so much Josh!
I've had another instance (also ex intercept) where it actually gave the
correct number, odd behavior.
Thanks for the other posts also. As an aside, in my application a zero
intercept makes economic sense and I'm using
I've just picked up R (been using Matlab, Eviews etc) and I'm having the same
issue. Running reg=lm(ticker1~ticker2) gives R^2=50% while running
reg=lm(ticker1~0+ticker2) gives R^2=99%!! The charts suggest the fit is
worse not better and indeed Eviews/Excel/Matlab all say R^2=15% with
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