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I'm using prof Hyndman's fpp2 package in R to generate dynamic regression model with auto.arima. I want to see the R2, but it's not shown in the summary output. Just wonder it's not an important metric in dynamic regression? is it possible to quickly generate it?

thank you all.

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Per Hyndman, R-squared is not well defined for time series models. See How can I calculate the R-squared of a regression with arima errors using R?.

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