[R] Correct statistical inference for linear regression models without intercept in R

Arun.stat arun.kumar.saha at gmail.com
Tue Jul 20 12:06:48 CEST 2010


What x and y represent? Are they non-stationary, trending? then you would get
very high R2 (~97-99%) and very low p-value. Perhaps you land on the world
of spurious regression.

In this case forcing intercept to zero would not help you. Work with
differenced series instead raw data.

Thanks and regards,
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