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This study calculates and displays the square of the Correlation Coefficient for the Bar Number and the data specified by the Input Data Input.

Let \(X\) be a random variable denoting the Input Data, let \(n\) denote the Length Input, and let \(\tau\) (tau) denote the current Bar Number, which is is simply the current Index plus one: \(\tau = t + 1\).

The value of R Squared at Index \(t\) for the given Inputs is \((\rho_t(\tau,X,n))^2\).