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, -- View this message in context: http://r.789695.n4.nabble.com/Correct-statistical-inference-for-linear-regression-models-without-intercept-in-R-tp2295193p2295230.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
