No, it's the same y' (estimated from the first 200 data points). From your question I suspect I cannot calculate R-squared from a different sample that the one used for y'.
What I really want is to get a statistical measure of the prediction accuracy (maybe R-squared?) of y' for the new data...
wrong R-Squared value??
Hi all,
Warning: this is my very first post :)
I'm doing a linear regression to produce a trendline that can predict (more or less) some future data. The data is very correlated (something like R=0.98).
This is what I do:
1) get 200 data points (x is a time...