[R] Correlations not in sync with r2 from regression

2006-11-15 Thread Leeds, Mark \(IED\)
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.

Re: [R] Correlations not in sync with r2 from regression

2006-11-15 Thread Leeds, Mark \(IED\)
: [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