I have two variables, minutereturnsa which can be thought of as my
independent variable and minutereturnsb which can be thought of as my
dependent variable. When I run correlations on the two variables,
depending on which of the three methods I use, I get values of between
-.15 through -.19.
: [R] Correlations not in sync with r2 from regression
Mark:
cor() and R^2 are in sync for me on the data you provided:
summary(lm(minutereturnsa ~ minutereturnsb))$r.squared
[1] 0.03640094
summary(lm(minutereturnsa ~ minutereturnsb))$r.squared^.5
[1] 0.1907903
cor(minutereturnsa