My guess is RSQ represents R-Square.
Did you include more independent variables into or exclude some variables from the model? That may cause the change in R-Square.
Are you trying to measure the relationship between variables or to do forecasting? R-Sqaure measures the goodness-of-fit. If you would like to evaluate the forecasting performance, you may want to do out-of-sample test. Here is a good paper
L. J. Tashman, “Out-of-sample tests of forecasting accuracy: an analysis and review,” Int. J. Forecast., vol. 16, no. 4, pp. 437–450, 2000.
http://www.sciencedirect.com/science/article/pii/S0169207000000650
Thanks,
Rain
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