1. To view the Correlation Coefficient, turn on "DiaGnosticOn"
[2nd] "Catalog" (above the '0'). Scroll to DiaGnosticOn. [Enter] [Enter] again. You only need to do this once unless you reset your calculator.
2. Now you will be able to see the 'r' and 'r^2' values.
Note: Go to [STAT] "CALC" "8:" [ENTER] to view.