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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 series; y is CPU usage)

2) do linear regression based on those 200 points, resulting in some y'=a + bx

3) get R-squared (R^2=0.96) for the y'

Then, I want to validate that trendline/prediction by comparing it with more real data:

4) get more data points, past the 200 points (eg 10000)

5) get R-squared for the y' (this time against the new data)

The problem is that this new R-squared has very strange values(depending on the equation), either <0 (SSE/SST>1), >1 (SSR>SST), or near 0,99 (when in fact the trendline is not accurate).

Has I said I have already tried different ways of calculating the R-squared. They all give the same value in 3), but strange values in 5).

Am I doing some wrong assumption here?I pretty sure the calculations are correct...How can I validate my trendlines (linear regression models)?

Thanks in advance!

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# Wrong R-Squared value?

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