You must turn the Diagnostics ON. Open the CATALOG of commands by pressing "2nd" "0". Press the key that has Letter D next to it. From that point in the catalog, scrool Down to get to DiagnosticsON. Highlight the command and press Enter. The calculator will echo the command in the Main screen. Press ENTER.
From now on the coefficient of determination ( the square of R) will be displayed along with other statistics.