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minutereturnsa
2006 Nov 15
1
Correlations not in sync with r2 from regression
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.
Then, when I do a regression, I get an rsquared of .004 which is more in
line with my intuition. In other words...