tsfeatures
The R package tsfeatures provides methods for extracting various features from time series data.
Installation
The stable version on R CRAN is coming soon.
You can install the development version from Github with:
Usage
The function tsfeatures() computes a tibble of time series features from a list of time series.
mylist <- list(sunspot.year, WWWusage, AirPassengers, USAccDeaths)
tsfeatures(mylist)
#> # A tibble: 4 x 20
#> frequency nperiods seasonal_period trend spike linearity curvature
#> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
#> 1 1 0 1 0.125 2.10e-5 3.58 1.11
#> 2 1 0 1 0.985 3.01e-8 4.45 1.10
#> 3 12 1 12 0.989 2.12e-8 11.0 1.10
#> 4 12 1 12 0.796 9.67e-7 -2.13 2.85
#> # … with 13 more variables: e_acf1 <dbl>, e_acf10 <dbl>, entropy <dbl>,
#> # x_acf1 <dbl>, x_acf10 <dbl>, diff1_acf1 <dbl>, diff1_acf10 <dbl>,
#> # diff2_acf1 <dbl>, diff2_acf10 <dbl>, seasonal_strength <dbl>,
#> # peak <dbl>, trough <dbl>, seas_acf1 <dbl>The default functions that tsfeatures uses to compute features are frequency, stl_features, entropy and acf_features. Each of them can produce one or more features. Detailed information of features included in the tsfeatures package are described below. Functions from other packages, or user-defined functions, may also be used.
List of features
entropy
The spectral entropy is the Shannon entropy \[
-\int^\pi_{-\pi}\hat{f}(\lambda)\log\hat{f}(\lambda) d\lambda,
\] where \(\hat{f}(\lambda)\) is an estimate of the spectral density of the data. This measures the “forecastability” of a time series, where low values indicate a high signal-to-noise ratio, and large values occur when a series is difficult to forecast.
lumpiness and stability
Stability and lumpiness are two time series features based on tiled (non-overlapping) windows. Means or variances are produced for all tiled windows. Then stability is the variance of the means, while lumpiness is the variance of the variances.
max_level_shift, max_var_shift and max_kl_shift
These three features compute features of a time series based on sliding (overlapping) windows. max_level_shift finds the largest mean shift between two consecutive windows. max_var-shift finds the largest variance shift between two consecutive windows. max_kl_shift finds the largest shift in Kulback-Leibler divergence between two consecutive windows. Each feature returns a vector of 2 values: the size of the shift, and the time index of the shift.
crossing_points
crossing points are defined as the number of times a time series crosses the mean line.
flat_spots
flat_spots are computed by dividing the sample space of a time series into ten equal-sized intervals, and computing the maximum run length within any single interval.
hurst
We use a measure of the long-term memory of a time series (hurst), computed as 0.5 plus the maximum likelihood estimate of the fractional differencing order \(d\) given by Haslett & Raftery (1989). We add 0.5 to make it consistent with the Hurst coefficient. Note that the fractal dimension can be estimated as \(D = 2 - \text{hurst}\).
unitroot_kpss and unitroot_pp
unitroot_kpss is a vector comprising the statistic for the KPSS unit root test with linear trend and lag one, and unitroot_pp is the statistic for the “Z-alpha” version of PP unit root test with constant trend and lag one.
stl_features
stl_features Computes various measures of trend and seasonality of a time series based on an STL decomposition. The mstl function is used to do the decomposition.
nperiods is the number of seasonal periods in the data (determined by the frequency of observation, not the observations themselves) and set to 1 for non-seasonal data. seasonal_period is a vector of seasonal periods and set to 1 for non-seasonal data.
The size and location of the peaks and troughs in the seasonal component are used to compute strength of peaks (peak) and strength of trough (trough).
The rest of the features are modifications of features used in Kang, Hyndman & Smith-Miles (2017). We extend the STL decomposition approach (Cleveland et al.1990) to handle multiple seasonalities. Thus, the decomposition contains a trend, up to \(M\) seasonal components and a remainder component: \[ x_t=f_t+s_{1,t}+\cdots+s_{M.t}+e_t, \] where \(f_t\) is the smoothed trend component, \(s_{i,t}\) is the \(i\)th seasonal component and \(e_t\) is a remainder component. The components are estimated iteratively. Let \(s^{(k)}_{i,t}\) be the estimate of \(s_i,t\) at the \(k\)th iteration, with initial values given as \(s^{(0)}_{i,t}=0\). The we apply an STL decomposition to \(x_t-\sum^{j=1}_{j\neq1}{}^{^{M}}s^{k-1}_{j,t}\) to obtained updated estimates \(s^{(k)}_{i,t}\) for \(k=1,2,\ldots\). In practice, this converges quickly and only two iterations are required. To allow the procedure to be applied automatically, we set the seasonal window span for STL to be 21 in all cases. For a non-seasonal time series, we simply estimate \(x_t=f_t+e_t\) where \(f_t\) is computed using Friedman’s “super smoother” (Friedman 1984).
Strength of trend (trend) and strength of seasonality (seasonal.strength) are defined as \[
\text{trend} = 1-\frac{\text{Var}(e_t)}{\text{Var}(f_t+e_t)}\quad \text{and}\quad \text{seasonal.strength}=1-\frac{\text{Var}(e_t)}{\text{Var}(s_{i,t}+e_t)}.
\] If their values are less than 0, they are set to 0, while values greater than 1 are set to 1. For non-seasonal time series seasonal.strength is 0. For seasonal time series, seasonal.strength is an M-vector, where M is the number of periods. This is analogous to the way the strength of trend and seasonality were defined in Wang, Smith & Hyndman (2006), Hyndman, Wang & Laptev (2015) and Kang, Hyndman & Smith-Miles (2017).
spike measures the “spikiness” of a time series, and is computed as the variance of the leave-one-out variances of the remainder component \(e_t\).
linearity and curvature measures the linearity and curvature of a time series calculated based on the coefficients of an orthogonal quadratic regression.
We compute the autocorrelation function of \(e_t\), and e_acf1 and e_acf10 contain the first autocorrelation coefficient and the sum of the first ten squared autocorrelation coefficients.
acf_features
We compute the autocorrelation function of the series, the differenced series, and the twice-differenced series. acf_features produces a vector comprising the first autocorrelation coefficient in each case, and the sum of squares of the first 10 autocorrelation coefficients in each case.
pacf_features
We compute the partial autocorrelation function of the series, the differenced series, and the second-order differenced series. Then pacf_features produces a vector comprising the sum of squares of the first 5 partial autocorrelation coefficients in each case.
holt_parameters and hw_parameters
holt_parameters Estimate the smoothing parameter for the level-alpha and the smoothing parameter for the trend-beta of Holt’s linear trend method. hw_parameters considers additive seasonal trend: ETS(A,A,A) model, returning a vector of 3 values: alpha, beta and gamma.
heterogeneity
The heterogeneity features measure the heterogeneity of the time series. First, we pre-whiten the time series to remove the mean, trend, and autoregressive (AR) information (Barbour & Parker 2014). Then we fit a \(GARCH(1,1)\) model to the pre-whitened time series, \(x_t\), to measure for autoregressive conditional heteroskedasticity (ARCH) effects. The residuals from this model, \(z_t\), are also measured for ARCH effects using a second \(GARCH(1,1)\) model.
arch_acfis the sum of squares of the first 12 autocorrelations of \(\{x^2_t\}\).garch_acfis the sum of squares of the first 12 autocorrelations of \(\{z^2_t\}\).arch_r2is the \(R^2\) value of an AR model applied to \(\{x^2_t\}\).garch_r2is the \(R^2\) value of an AR model applied to \(\{z^2_t\}\).
The statistics obtained from \(\{x^2_t\}\) are the ARCH effects, while those from \(\{z^2_t\}\) are the GARCH effects. Note that the two \(R^2\) values are used in the Lagrange-multiplier test of Engle (1982), and the sum of squared autocorrelations are used in the Ljung-Box test proposed by Ljung & Box (1978).
nonlinearity
The nonlinearity coefficient is computed using a modification of the statistic used in Teräsvirta’s nonlinearity test. Teräsvirta’s test uses a statistic \(X^2=T\log(\text{SSE}1/\text{SSE}0)\) where SSE1 and SSE0 are the sum of squared residuals from a nonlinear and linear autoregression respectively. This is non-ergodic, so instead, we define it as \(10X^2/T\) which will converge to a value indicating the extent of nonlinearity as \(T\rightarrow\infty\). This takes large values when the series is nonlinear, and values around 0 when the series is linear.
arch_stat
arch_stat Computes a statistic based on the Lagrange Multiplier (LM) test of Engle (1982) for autoregressive conditional heteroscedasticity (ARCH). The statistic returned is the \(R^2\) value of an autoregressive model of order specified as lags applied to \(x^2\).
compengine feature set
compengine calculate the features that have been used in the CompEngine database, using a method introduced in package kctsa.
The features involved can be grouped as autocorrelation, prediction, stationarity, distribution, and scaling, which can be computed using autocorr_features, pred_features, station_features, dist_features, and scal_features.
comp <- compengine(AirPassengers)
#>
#> Autocorrelations of series 'x', by lag
#>
#> 0.0000 0.0833 0.1667 0.2500 0.3333 0.4167 0.5000 0.5833 0.6667
#> 1.000 0.948 0.876 0.807 0.753 0.714 0.682 0.663 0.656
#> 0.7500 0.8333 0.9167 1.0000 1.0833 1.1667 1.2500 1.3333 1.4167
#> 0.671 0.703 0.743 0.760 0.713 0.646 0.586 0.538 0.500
#> 1.5000 1.5833 1.6667 1.7500 1.8333 1.9167 2.0000 2.0833 2.1667
#> 0.469 0.450 0.442 0.457 0.482 0.517 0.532 0.494 0.438
#> 2.2500 2.3333 2.4167 2.5000 2.5833 2.6667 2.7500 2.8333 2.9167
#> 0.388 0.348 0.315 0.288 0.271 0.264 0.277 0.299 0.326
#> 3.0000 3.0833 3.1667 3.2500 3.3333 3.4167 3.5000 3.5833 3.6667
#> 0.337 0.303 0.254 0.211 0.172 0.138 0.111 0.091 0.082
#> 3.7500 3.8333 3.9167 4.0000 4.0833 4.1667 4.2500 4.3333 4.4167
#> 0.089 0.104 0.124 0.133 0.104 0.062 0.029 -0.001 -0.028
#> 4.5000 4.5833 4.6667 4.7500 4.8333 4.9167 5.0000 5.0833 5.1667
#> -0.053 -0.071 -0.080 -0.075 -0.064 -0.051 -0.047 -0.074 -0.111
#> 5.2500 5.3333 5.4167 5.5000 5.5833 5.6667 5.7500 5.8333 5.9167
#> -0.139 -0.165 -0.188 -0.210 -0.223 -0.229 -0.224 -0.215 -0.204
#> 6.0000 6.0833 6.1667 6.2500 6.3333 6.4167 6.5000 6.5833 6.6667
#> -0.199 -0.218 -0.244 -0.263 -0.280 -0.297 -0.311 -0.317 -0.317
#> 6.7500 6.8333 6.9167 7.0000 7.0833 7.1667 7.2500 7.3333 7.4167
#> -0.309 -0.299 -0.288 -0.281 -0.293 -0.311 -0.322 -0.332 -0.343
#> 7.5000 7.5833 7.6667 7.7500 7.8333 7.9167 8.0000 8.0833 8.1667
#> -0.351 -0.354 -0.352 -0.346 -0.339 -0.331 -0.326 -0.335 -0.349
#> 8.2500 8.3333 8.4167 8.5000 8.5833 8.6667 8.7500 8.8333 8.9167
#> -0.355 -0.359 -0.364 -0.365 -0.361 -0.353 -0.342 -0.332 -0.326
#> 9.0000 9.0833 9.1667 9.2500 9.3333 9.4167 9.5000 9.5833 9.6667
#> -0.320 -0.323 -0.330 -0.331 -0.333 -0.335 -0.333 -0.324 -0.311
#> 9.7500 9.8333 9.9167 10.0000 10.0833 10.1667 10.2500 10.3333 10.4167
#> -0.301 -0.293 -0.287 -0.282 -0.280 -0.281 -0.276 -0.270 -0.265
#> 10.5000 10.5833 10.6667 10.7500 10.8333 10.9167 11.0000 11.0833 11.1667
#> -0.256 -0.239 -0.217 -0.202 -0.190 -0.182 -0.170 -0.161 -0.153
#> 11.2500 11.3333 11.4167 11.5000 11.5833 11.6667 11.7500 11.8333 11.9167
#> -0.144 -0.132 -0.119 -0.103 -0.077 -0.052 -0.034 -0.021 -0.012
#>
#> Autocorrelations of series 'x', by lag
#>
#> 0.0000 0.0833 0.1667 0.2500 0.3333 0.4167 0.5000 0.5833 0.6667
#> 1.000 0.948 0.876 0.807 0.753 0.714 0.682 0.663 0.656
#> 0.7500 0.8333 0.9167 1.0000 1.0833 1.1667 1.2500 1.3333 1.4167
#> 0.671 0.703 0.743 0.760 0.713 0.646 0.586 0.538 0.500
#> 1.5000 1.5833 1.6667 1.7500 1.8333 1.9167 2.0000 2.0833 2.1667
#> 0.469 0.450 0.442 0.457 0.482 0.517 0.532 0.494 0.438
#> 2.2500 2.3333 2.4167 2.5000 2.5833 2.6667 2.7500 2.8333 2.9167
#> 0.388 0.348 0.315 0.288 0.271 0.264 0.277 0.299 0.326
#> 3.0000 3.0833 3.1667 3.2500 3.3333 3.4167 3.5000 3.5833 3.6667
#> 0.337 0.303 0.254 0.211 0.172 0.138 0.111 0.091 0.082
#> 3.7500 3.8333 3.9167 4.0000 4.0833 4.1667 4.2500 4.3333 4.4167
#> 0.089 0.104 0.124 0.133 0.104 0.062 0.029 -0.001 -0.028
#> 4.5000 4.5833 4.6667 4.7500 4.8333 4.9167 5.0000 5.0833 5.1667
#> -0.053 -0.071 -0.080 -0.075 -0.064 -0.051 -0.047 -0.074 -0.111
#> 5.2500 5.3333 5.4167 5.5000 5.5833 5.6667 5.7500 5.8333 5.9167
#> -0.139 -0.165 -0.188 -0.210 -0.223 -0.229 -0.224 -0.215 -0.204
#> 6.0000 6.0833 6.1667 6.2500 6.3333 6.4167 6.5000 6.5833 6.6667
#> -0.199 -0.218 -0.244 -0.263 -0.280 -0.297 -0.311 -0.317 -0.317
#> 6.7500 6.8333 6.9167 7.0000 7.0833 7.1667 7.2500 7.3333 7.4167
#> -0.309 -0.299 -0.288 -0.281 -0.293 -0.311 -0.322 -0.332 -0.343
#> 7.5000 7.5833 7.6667 7.7500 7.8333 7.9167 8.0000 8.0833 8.1667
#> -0.351 -0.354 -0.352 -0.346 -0.339 -0.331 -0.326 -0.335 -0.349
#> 8.2500 8.3333 8.4167 8.5000 8.5833 8.6667 8.7500 8.8333 8.9167
#> -0.355 -0.359 -0.364 -0.365 -0.361 -0.353 -0.342 -0.332 -0.326
#> 9.0000 9.0833 9.1667 9.2500 9.3333 9.4167 9.5000 9.5833 9.6667
#> -0.320 -0.323 -0.330 -0.331 -0.333 -0.335 -0.333 -0.324 -0.311
#> 9.7500 9.8333 9.9167 10.0000 10.0833 10.1667 10.2500 10.3333 10.4167
#> -0.301 -0.293 -0.287 -0.282 -0.280 -0.281 -0.276 -0.270 -0.265
#> 10.5000 10.5833 10.6667 10.7500 10.8333 10.9167 11.0000 11.0833 11.1667
#> -0.256 -0.239 -0.217 -0.202 -0.190 -0.182 -0.170 -0.161 -0.153
#> 11.2500 11.3333 11.4167 11.5000 11.5833 11.6667 11.7500 11.8333 11.9167
#> -0.144 -0.132 -0.119 -0.103 -0.077 -0.052 -0.034 -0.021 -0.012
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.303 -0.102 -0.241 -0.300 -0.094 -0.078 -0.092 -0.295 -0.192
#> 10 11 12 13 14 15 16 17 18 19
#> -0.105 0.283 0.829 0.285 -0.106 -0.222 -0.231 -0.062 -0.066 -0.090
#> 20 21 22 23 24 25 26 27 28 29
#> -0.297 -0.163 -0.083 0.256 0.701 0.257 -0.098 -0.196 -0.174 -0.069
#> 30 31 32 33 34 35 36 37 38 39
#> -0.042 -0.078 -0.247 -0.157 -0.047 0.195 0.580 0.235 -0.106 -0.132
#> 40 41 42 43 44 45 46 47 48 49
#> -0.122 -0.053 -0.035 -0.075 -0.227 -0.138 -0.035 0.151 0.486 0.193
#> 50 51 52 53 54 55 56 57 58 59
#> -0.100 -0.097 -0.089 -0.027 -0.031 -0.059 -0.208 -0.114 -0.014 0.113
#> 60 61 62 63 64 65 66 67 68 69
#> 0.410 0.135 -0.095 -0.070 -0.064 -0.007 -0.031 -0.055 -0.178 -0.095
#> 70 71 72 73 74 75 76 77 78 79
#> -0.012 0.099 0.323 0.104 -0.082 -0.058 -0.030 0.004 -0.031 -0.049
#> 80 81 82 83 84 85 86 87 88 89
#> -0.147 -0.071 -0.009 0.084 0.241 0.080 -0.065 -0.048 -0.009 0.020
#> 90 91 92 93 94 95 96 97 98 99
#> -0.008 -0.049 -0.113 -0.080 0.007 0.066 0.182 0.065 -0.052 -0.057
#> 100 101 102 103 104 105 106 107 108 109
#> -0.005 0.018 0.005 -0.031 -0.085 -0.063 0.003 0.052 0.123 0.051
#> 110 111 112 113 114 115 116 117 118 119
#> -0.049 -0.032 0.007 0.019 -0.011 -0.022 -0.070 -0.032 0.008 0.030
#> 120 121 122 123 124 125 126 127 128 129
#> 0.083 0.034 -0.035 -0.030 0.010 0.009 0.000 -0.022 -0.033 -0.012
#> 130 131 132 133 134 135 136 137 138 139
#> 0.010 0.010 0.035 0.015 -0.011 -0.010 0.006 0.004 0.001 -0.006
#> 140 141 142
#> -0.008 0.001 0.001
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0.0000 0.0833 0.1667 0.2500 0.3333 0.4167 0.5000 0.5833 0.6667
#> 1.000 0.948 0.876 0.807 0.753 0.714 0.682 0.663 0.656
#> 0.7500 0.8333 0.9167 1.0000 1.0833 1.1667 1.2500 1.3333 1.4167
#> 0.671 0.703 0.743 0.760 0.713 0.646 0.586 0.538 0.500
#> 1.5000 1.5833 1.6667 1.7500 1.8333 1.9167 2.0000 2.0833 2.1667
#> 0.469 0.450 0.442 0.457 0.482 0.517 0.532 0.494 0.438
#> 2.2500 2.3333 2.4167 2.5000 2.5833 2.6667 2.7500 2.8333 2.9167
#> 0.388 0.348 0.315 0.288 0.271 0.264 0.277 0.299 0.326
#> 3.0000 3.0833 3.1667 3.2500 3.3333 3.4167 3.5000 3.5833 3.6667
#> 0.337 0.303 0.254 0.211 0.172 0.138 0.111 0.091 0.082
#> 3.7500 3.8333 3.9167 4.0000 4.0833 4.1667 4.2500 4.3333 4.4167
#> 0.089 0.104 0.124 0.133 0.104 0.062 0.029 -0.001 -0.028
#> 4.5000 4.5833 4.6667 4.7500 4.8333 4.9167 5.0000 5.0833 5.1667
#> -0.053 -0.071 -0.080 -0.075 -0.064 -0.051 -0.047 -0.074 -0.111
#> 5.2500 5.3333 5.4167 5.5000 5.5833 5.6667 5.7500 5.8333 5.9167
#> -0.139 -0.165 -0.188 -0.210 -0.223 -0.229 -0.224 -0.215 -0.204
#> 6.0000 6.0833 6.1667 6.2500 6.3333 6.4167 6.5000 6.5833 6.6667
#> -0.199 -0.218 -0.244 -0.263 -0.280 -0.297 -0.311 -0.317 -0.317
#> 6.7500 6.8333 6.9167 7.0000 7.0833 7.1667 7.2500 7.3333 7.4167
#> -0.309 -0.299 -0.288 -0.281 -0.293 -0.311 -0.322 -0.332 -0.343
#> 7.5000 7.5833 7.6667 7.7500 7.8333 7.9167 8.0000 8.0833 8.1667
#> -0.351 -0.354 -0.352 -0.346 -0.339 -0.331 -0.326 -0.335 -0.349
#> 8.2500 8.3333 8.4167 8.5000 8.5833 8.6667 8.7500 8.8333 8.9167
#> -0.355 -0.359 -0.364 -0.365 -0.361 -0.353 -0.342 -0.332 -0.326
#> 9.0000 9.0833 9.1667 9.2500 9.3333 9.4167 9.5000 9.5833 9.6667
#> -0.320 -0.323 -0.330 -0.331 -0.333 -0.335 -0.333 -0.324 -0.311
#> 9.7500 9.8333 9.9167 10.0000 10.0833 10.1667 10.2500 10.3333 10.4167
#> -0.301 -0.293 -0.287 -0.282 -0.280 -0.281 -0.276 -0.270 -0.265
#> 10.5000 10.5833 10.6667 10.7500 10.8333 10.9167 11.0000 11.0833 11.1667
#> -0.256 -0.239 -0.217 -0.202 -0.190 -0.182 -0.170 -0.161 -0.153
#> 11.2500 11.3333 11.4167 11.5000 11.5833 11.6667 11.7500 11.8333 11.9167
#> -0.144 -0.132 -0.119 -0.103 -0.077 -0.052 -0.034 -0.021 -0.012
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.726 0.269 -0.129 -0.396 -0.476 -0.482 -0.442 -0.354 -0.114
#> 10 11 12 13 14 15 16 17 18 19
#> 0.214 0.582 0.796 0.572 0.180 -0.159 -0.368 -0.432 -0.447 -0.427
#> 20 21 22 23 24 25 26 27 28 29
#> -0.362 -0.153 0.140 0.456 0.637 0.458 0.134 -0.146 -0.312 -0.359
#> 30 31 32 33 34 35 36 37 38 39
#> -0.361 -0.336 -0.285 -0.123 0.117 0.367 0.519 0.396 0.142 -0.067
#> 40 41 42 43 44 45 46 47 48 49
#> -0.198 -0.247 -0.259 -0.249 -0.217 -0.092 0.098 0.290 0.412 0.325
#> 50 51 52 53 54 55 56 57 58 59
#> 0.134 -0.021 -0.119 -0.159 -0.172 -0.165 -0.150 -0.062 0.073 0.200
#> 60 61 62 63 64 65 66 67 68 69
#> 0.284 0.214 0.074 -0.037 -0.106 -0.132 -0.136 -0.127 -0.113 -0.052
#> 70 71 72 73 74 75 76 77 78 79
#> 0.032 0.111 0.161 0.121 0.037 -0.029 -0.066 -0.081 -0.080 -0.069
#> 80 81 82 83 84 85 86 87 88 89
#> -0.059 -0.022 0.024 0.060 0.077 0.057 0.020 -0.012 -0.023 -0.016
#> 90 91
#> -0.008 -0.002
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.826 0.571 0.363 0.235 0.200 0.182 0.154 0.142 0.202
#> 10 11 12 13 14 15 16 17 18 19
#> 0.277 0.386 0.450 0.318 0.127 -0.026 -0.105 -0.113 -0.121 -0.143
#> 20 21 22 23 24 25 26 27 28 29
#> -0.157 -0.126 -0.083 -0.020 0.020 -0.061 -0.180 -0.259 -0.286 -0.260
#> 30 31 32 33 34 35 36 37 38 39
#> -0.252 -0.257 -0.264 -0.253 -0.234 -0.214 -0.181 -0.202 -0.239 -0.241
#> 40 41 42 43 44 45 46 47 48 49
#> -0.195 -0.124 -0.078 -0.050 -0.044 -0.035 -0.035 -0.050 -0.037 -0.023
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.817 0.660 0.534 0.456 0.483 0.495 0.456 0.364 0.323
#> 10 11 12 13 14 15 16 17 18 19
#> 0.305 0.367 0.389 0.264 0.127 0.042 -0.035 -0.011 -0.006 -0.044
#> 20 21 22 23 24 25 26 27 28 29
#> -0.096 -0.139 -0.149 -0.122 -0.109 -0.218 -0.286 -0.335 -0.357 -0.315
#> 30 31 32 33 34 35 36 37 38 39
#> -0.276 -0.284 -0.297 -0.322 -0.333 -0.292 -0.273 -0.303 -0.313 -0.305
#> 40 41 42 43 44 45 46 47 48 49
#> -0.299 -0.234 -0.176 -0.123 -0.104 -0.103 -0.115 -0.087 -0.065 -0.057
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.757 0.435 0.147 -0.048 -0.070 -0.041 0.001 0.020 0.110
#> 10 11 12 13 14 15 16 17 18 19
#> 0.235 0.431 0.552 0.381 0.157 -0.044 -0.194 -0.209 -0.183 -0.155
#> 20 21 22 23 24 25 26 27 28 29
#> -0.145 -0.101 -0.036 0.090 0.171 0.052 -0.084 -0.209 -0.299 -0.281
#> 30 31 32 33 34 35 36 37 38 39
#> -0.229 -0.175 -0.148 -0.129 -0.107 -0.046 -0.004 -0.072 -0.140 -0.201
#> 40 41 42 43 44 45 46 47 48 49
#> -0.241 -0.198 -0.118 -0.026 0.009 0.008 -0.025 -0.033 -0.024 -0.036
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.857 0.631 0.421 0.251 0.150 0.091 0.052 0.033 0.095
#> 10 11 12 13 14 15 16 17 18 19
#> 0.205 0.345 0.448 0.360 0.207 0.064 -0.056 -0.140 -0.187 -0.199
#> 20 21 22 23 24 25 26 27 28 29
#> -0.199 -0.125 -0.018 0.108 0.195 0.156 0.062 -0.028 -0.102 -0.167
#> 30 31 32 33 34 35 36 37 38 39
#> -0.223 -0.264 -0.300 -0.276 -0.211 -0.128 -0.071 -0.087 -0.149 -0.212
#> 40 41 42 43 44 45 46 47 48 49
#> -0.249 -0.272 -0.285 -0.292 -0.296 -0.272 -0.211 -0.130 -0.060 -0.018
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.844 0.606 0.391 0.233 0.148 0.087 0.045 0.043 0.102
#> 10 11 12 13 14 15 16 17 18 19
#> 0.209 0.358 0.449 0.356 0.192 0.049 -0.063 -0.136 -0.180 -0.206
#> 20 21 22 23 24 25 26 27 28 29
#> -0.186 -0.116 -0.010 0.120 0.193 0.152 0.049 -0.030 -0.102 -0.162
#> 30 31 32 33 34 35 36 37 38 39
#> -0.217 -0.270 -0.288 -0.266 -0.208 -0.125 -0.073 -0.087 -0.156 -0.207
#> 40 41 42 43 44 45 46 47 48 49
#> -0.246 -0.258 -0.268 -0.288 -0.288 -0.261 -0.209 -0.132 -0.064 -0.022
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.862 0.682 0.549 0.478 0.435 0.362 0.303 0.277 0.308
#> 10 11 12 13 14 15 16 17 18 19
#> 0.348 0.382 0.383 0.282 0.138 0.030 -0.020 -0.044 -0.078 -0.125
#> 20 21 22 23 24 25 26 27 28 29
#> -0.145 -0.120 -0.071 -0.038 -0.039 -0.111 -0.204 -0.256 -0.288 -0.317
#> 30 31 32 33 34 35 36 37 38 39
#> -0.354 -0.361 -0.344 -0.294 -0.265 -0.246 -0.242 -0.266 -0.310 -0.330
#> 40 41 42 43 44 45 46 47 48 49
#> -0.298 -0.267 -0.251 -0.230 -0.175 -0.095 -0.049 -0.031 -0.036 -0.019
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.757 0.435 0.147 -0.048 -0.070 -0.041 0.001 0.020 0.110
#> 10 11 12 13 14 15 16 17 18 19
#> 0.235 0.431 0.552 0.381 0.157 -0.044 -0.194 -0.209 -0.183 -0.155
#> 20 21 22 23 24 25 26 27 28 29
#> -0.145 -0.101 -0.036 0.090 0.171 0.052 -0.084 -0.209 -0.299 -0.281
#> 30 31 32 33 34 35 36 37 38 39
#> -0.229 -0.175 -0.148 -0.129 -0.107 -0.046 -0.004 -0.072 -0.140 -0.201
#> 40 41 42 43 44 45 46 47 48 49
#> -0.241 -0.198 -0.118 -0.026 0.009 0.008 -0.025 -0.033 -0.024 -0.036
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.797 0.489 0.217 0.047 -0.010 -0.046 -0.060 -0.016 0.119
#> 10 11 12 13 14 15 16 17 18 19
#> 0.294 0.479 0.563 0.422 0.197 -0.003 -0.130 -0.186 -0.232 -0.247
#> 20 21 22 23 24 25 26 27 28 29
#> -0.212 -0.111 0.011 0.131 0.182 0.093 -0.053 -0.188 -0.258 -0.288
#> 30 31 32 33 34 35 36 37 38 39
#> -0.315 -0.308 -0.261 -0.173 -0.086 -0.020 0.000 -0.040 -0.111 -0.180
#> 40 41 42 43 44 45 46 47 48 49
#> -0.202 -0.216 -0.222 -0.189 -0.124 -0.036 -0.004 0.005 -0.009 -0.011
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.822 0.660 0.517 0.407 0.398 0.386 0.369 0.324 0.307
#> 10 11 12 13 14 15 16 17 18 19
#> 0.297 0.347 0.375 0.244 0.119 0.008 -0.067 -0.064 -0.057 -0.062
#> 20 21 22 23 24 25 26 27 28 29
#> -0.106 -0.125 -0.134 -0.095 -0.065 -0.142 -0.229 -0.293 -0.352 -0.334
#> 30 31 32 33 34 35 36 37 38 39
#> -0.310 -0.279 -0.282 -0.292 -0.301 -0.283 -0.247 -0.293 -0.306 -0.296
#> 40 41 42 43 44 45 46 47 48 49
#> -0.286 -0.228 -0.155 -0.092 -0.058 -0.046 -0.070 -0.054 -0.034 -0.043
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.805 0.482 0.197 -0.003 -0.096 -0.150 -0.164 -0.156 -0.021
#> 10 11 12 13 14 15 16 17 18 19
#> 0.201 0.450 0.595 0.461 0.220 0.006 -0.142 -0.216 -0.246 -0.255
#> 20 21 22 23 24 25 26 27 28 29
#> -0.249 -0.147 0.028 0.220 0.332 0.255 0.097 -0.041 -0.143 -0.210
#> 30 31 32 33 34 35 36 37 38 39
#> -0.248 -0.272 -0.283 -0.226 -0.109 0.016 0.081 0.049 -0.038 -0.113
#> 40 41 42 43 44 45 46 47 48 49
#> -0.168 -0.209 -0.224 -0.236 -0.239 -0.206 -0.129 -0.051 -0.010 0.003
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.852 0.644 0.453 0.308 0.227 0.162 0.123 0.124 0.176
#> 10 11 12 13 14 15 16 17 18 19
#> 0.280 0.413 0.494 0.410 0.264 0.144 0.035 -0.035 -0.104 -0.155
#> 20 21 22 23 24 25 26 27 28 29
#> -0.181 -0.159 -0.094 0.002 0.066 0.021 -0.091 -0.177 -0.257 -0.291
#> 30 31 32 33 34 35 36 37 38 39
#> -0.324 -0.354 -0.359 -0.325 -0.251 -0.163 -0.090 -0.090 -0.124 -0.153
#> 40 41 42 43 44 45 46 47 48 49
#> -0.193 -0.226 -0.250 -0.285 -0.285 -0.261 -0.207 -0.130 -0.063 -0.021
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.834 0.633 0.484 0.390 0.387 0.392 0.380 0.333 0.293
#> 10 11 12 13 14 15 16 17 18 19
#> 0.295 0.343 0.380 0.272 0.105 -0.001 -0.074 -0.065 -0.047 -0.054
#> 20 21 22 23 24 25 26 27 28 29
#> -0.099 -0.140 -0.138 -0.114 -0.077 -0.137 -0.246 -0.316 -0.348 -0.330
#> 30 31 32 33 34 35 36 37 38 39
#> -0.284 -0.269 -0.279 -0.306 -0.308 -0.291 -0.259 -0.261 -0.291 -0.290
#> 40 41 42 43 44 45 46 47 48 49
#> -0.270 -0.206 -0.111 -0.062 -0.043 -0.060 -0.079 -0.075 -0.064 -0.028
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.764 0.554 0.390 0.242 0.200 0.169 0.128 0.188 0.277
#> 10 11 12 13 14 15 16 17 18 19
#> 0.339 0.421 0.416 0.258 0.121 0.018 -0.072 -0.100 -0.134 -0.165
#> 20 21 22 23 24 25 26 27 28 29
#> -0.128 -0.052 -0.012 0.035 0.012 -0.097 -0.178 -0.205 -0.248 -0.235
#> 30 31 32 33 34 35 36 37 38 39
#> -0.247 -0.272 -0.239 -0.192 -0.165 -0.153 -0.160 -0.211 -0.236 -0.231
#> 40 41 42 43 44 45 46 47 48 49
#> -0.234 -0.195 -0.170 -0.176 -0.131 -0.094 -0.077 -0.077 -0.074 -0.072
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.840 0.618 0.433 0.285 0.196 0.143 0.109 0.092 0.156
#> 10 11 12 13 14 15 16 17 18 19
#> 0.275 0.412 0.497 0.402 0.248 0.127 0.019 -0.051 -0.109 -0.162
#> 20 21 22 23 24 25 26 27 28 29
#> -0.205 -0.164 -0.079 0.024 0.083 0.021 -0.100 -0.187 -0.263 -0.309
#> 30 31 32 33 34 35 36 37 38 39
#> -0.322 -0.335 -0.347 -0.310 -0.219 -0.123 -0.059 -0.078 -0.133 -0.164
#> 40 41 42 43 44 45 46 47 48 49
#> -0.204 -0.247 -0.257 -0.275 -0.283 -0.242 -0.157 -0.076 -0.023 0.000
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.838 0.607 0.438 0.301 0.266 0.288 0.280 0.274 0.292
#> 10 11 12 13 14 15 16 17 18 19
#> 0.320 0.400 0.440 0.302 0.116 -0.014 -0.116 -0.136 -0.118 -0.128
#> 20 21 22 23 24 25 26 27 28 29
#> -0.136 -0.135 -0.132 -0.081 -0.055 -0.140 -0.244 -0.312 -0.353 -0.334
#> 30 31 32 33 34 35 36 37 38 39
#> -0.298 -0.274 -0.259 -0.258 -0.250 -0.220 -0.196 -0.219 -0.248 -0.241
#> 40 41 42 43 44 45 46 47 48 49
#> -0.214 -0.156 -0.091 -0.048 -0.033 -0.051 -0.059 -0.052 -0.042 -0.019
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.856 0.677 0.548 0.504 0.494 0.470 0.380 0.308 0.296
#> 10 11 12 13 14 15 16 17 18 19
#> 0.339 0.396 0.406 0.282 0.136 0.060 0.016 0.000 -0.045 -0.108
#> 20 21 22 23 24 25 26 27 28 29
#> -0.154 -0.148 -0.133 -0.114 -0.125 -0.206 -0.296 -0.327 -0.320 -0.306
#> 30 31 32 33 34 35 36 37 38 39
#> -0.320 -0.346 -0.349 -0.326 -0.289 -0.275 -0.268 -0.286 -0.293 -0.277
#> 40 41 42 43 44 45 46 47 48 49
#> -0.251 -0.235 -0.209 -0.182 -0.136 -0.101 -0.076 -0.077 -0.060 -0.032
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.775 0.540 0.403 0.267 0.175 0.146 0.114 0.116 0.232
#> 10 11 12 13 14 15 16 17 18 19
#> 0.351 0.463 0.478 0.297 0.139 0.056 -0.039 -0.118 -0.154 -0.187
#> 20 21 22 23 24 25 26 27 28 29
#> -0.188 -0.104 -0.013 0.063 0.059 -0.062 -0.145 -0.181 -0.225 -0.286
#> 30 31 32 33 34 35 36 37 38 39
#> -0.294 -0.308 -0.301 -0.231 -0.162 -0.109 -0.123 -0.166 -0.177 -0.171
#> 40 41 42 43 44 45 46 47 48 49
#> -0.188 -0.222 -0.221 -0.209 -0.195 -0.147 -0.091 -0.053 -0.060 -0.042
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.809 0.577 0.395 0.291 0.220 0.149 0.098 0.095 0.191
#> 10 11 12 13 14 15 16 17 18 19
#> 0.297 0.393 0.453 0.340 0.185 0.084 0.010 -0.056 -0.142 -0.170
#> 20 21 22 23 24 25 26 27 28 29
#> -0.173 -0.091 -0.033 0.011 0.034 -0.039 -0.162 -0.246 -0.262 -0.261
#> 30 31 32 33 34 35 36 37 38 39
#> -0.293 -0.311 -0.301 -0.222 -0.149 -0.116 -0.115 -0.154 -0.201 -0.242
#> 40 41 42 43 44 45 46 47 48 49
#> -0.228 -0.234 -0.251 -0.238 -0.173 -0.095 -0.049 -0.043 -0.051 -0.033
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.817 0.660 0.534 0.456 0.483 0.495 0.456 0.364 0.323
#> 10 11 12 13 14 15 16 17 18 19
#> 0.305 0.367 0.389 0.264 0.127 0.042 -0.035 -0.011 -0.006 -0.044
#> 20 21 22 23 24 25 26 27 28 29
#> -0.096 -0.139 -0.149 -0.122 -0.109 -0.218 -0.286 -0.335 -0.357 -0.315
#> 30 31 32 33 34 35 36 37 38 39
#> -0.276 -0.284 -0.297 -0.322 -0.333 -0.292 -0.273 -0.303 -0.313 -0.305
#> 40 41 42 43 44 45 46 47 48 49
#> -0.299 -0.234 -0.176 -0.123 -0.104 -0.103 -0.115 -0.087 -0.065 -0.057
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.857 0.651 0.456 0.307 0.219 0.152 0.126 0.106 0.166
#> 10 11 12 13 14 15 16 17 18 19
#> 0.271 0.405 0.496 0.415 0.273 0.144 0.035 -0.037 -0.101 -0.147
#> 20 21 22 23 24 25 26 27 28 29
#> -0.190 -0.168 -0.091 0.003 0.078 0.027 -0.082 -0.178 -0.254 -0.299
#> 30 31 32 33 34 35 36 37 38 39
#> -0.333 -0.344 -0.354 -0.325 -0.247 -0.158 -0.077 -0.082 -0.119 -0.161
#> 40 41 42 43 44 45 46 47 48 49
#> -0.200 -0.234 -0.268 -0.281 -0.293 -0.268 -0.205 -0.122 -0.052 -0.014
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.764 0.554 0.390 0.242 0.200 0.169 0.128 0.188 0.277
#> 10 11 12 13 14 15 16 17 18 19
#> 0.339 0.421 0.416 0.258 0.121 0.018 -0.072 -0.100 -0.134 -0.165
#> 20 21 22 23 24 25 26 27 28 29
#> -0.128 -0.052 -0.012 0.035 0.012 -0.097 -0.178 -0.205 -0.248 -0.235
#> 30 31 32 33 34 35 36 37 38 39
#> -0.247 -0.272 -0.239 -0.192 -0.165 -0.153 -0.160 -0.211 -0.236 -0.231
#> 40 41 42 43 44 45 46 47 48 49
#> -0.234 -0.195 -0.170 -0.176 -0.131 -0.094 -0.077 -0.077 -0.074 -0.072
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.883 0.714 0.573 0.470 0.417 0.372 0.313 0.254 0.263
#> 10 11 12 13 14 15 16 17 18 19
#> 0.319 0.392 0.430 0.337 0.187 0.074 -0.014 -0.050 -0.073 -0.116
#> 20 21 22 23 24 25 26 27 28 29
#> -0.148 -0.144 -0.087 -0.020 0.014 -0.049 -0.148 -0.216 -0.273 -0.303
#> 30 31 32 33 34 35 36 37 38 39
#> -0.324 -0.357 -0.376 -0.354 -0.304 -0.238 -0.200 -0.218 -0.272 -0.301
#> 40 41 42 43 44 45 46 47 48 49
#> -0.319 -0.324 -0.299 -0.278 -0.255 -0.212 -0.143 -0.072 -0.025 -0.001
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.801 0.513 0.264 0.083 0.019 -0.015 -0.050 -0.032 0.103
#> 10 11 12 13 14 15 16 17 18 19
#> 0.284 0.483 0.581 0.428 0.221 0.037 -0.109 -0.167 -0.213 -0.257
#> 20 21 22 23 24 25 26 27 28 29
#> -0.243 -0.145 -0.004 0.141 0.208 0.107 -0.028 -0.147 -0.249 -0.278
#> 30 31 32 33 34 35 36 37 38 39
#> -0.309 -0.340 -0.318 -0.238 -0.122 -0.023 0.020 -0.033 -0.097 -0.149
#> 40 41 42 43 44 45 46 47 48 49
#> -0.200 -0.207 -0.224 -0.232 -0.202 -0.130 -0.041 -0.002 0.014 -0.001
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.804 0.540 0.356 0.230 0.136 0.071 0.052 0.040 0.117
#> 10 11 12 13 14 15 16 17 18 19
#> 0.252 0.381 0.449 0.319 0.145 0.028 -0.061 -0.138 -0.191 -0.179
#> 20 21 22 23 24 25 26 27 28 29
#> -0.181 -0.103 0.028 0.138 0.189 0.113 0.018 -0.042 -0.099 -0.173
#> 30 31 32 33 34 35 36 37 38 39
#> -0.231 -0.251 -0.281 -0.253 -0.175 -0.110 -0.080 -0.121 -0.176 -0.213
#> 40 41 42 43 44 45 46 47 48 49
#> -0.219 -0.236 -0.258 -0.266 -0.268 -0.234 -0.163 -0.107 -0.066 -0.031
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.842 0.569 0.338 0.168 0.097 0.051 0.010 0.014 0.099
#> 10 11 12 13 14 15 16 17 18 19
#> 0.255 0.456 0.569 0.459 0.264 0.089 -0.050 -0.117 -0.175 -0.224
#> 20 21 22 23 24 25 26 27 28 29
#> -0.229 -0.180 -0.064 0.091 0.184 0.127 0.004 -0.112 -0.206 -0.252
#> 30 31 32 33 34 35 36 37 38 39
#> -0.296 -0.335 -0.340 -0.311 -0.227 -0.112 -0.036 -0.040 -0.091 -0.143
#> 40 41 42 43 44 45 46 47 48 49
#> -0.180 -0.200 -0.222 -0.238 -0.239 -0.225 -0.175 -0.107 -0.049 -0.011
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.818 0.582 0.404 0.276 0.195 0.137 0.115 0.110 0.182
#> 10 11 12 13 14 15 16 17 18 19
#> 0.319 0.451 0.502 0.368 0.189 0.066 -0.024 -0.103 -0.163 -0.185
#> 20 21 22 23 24 25 26 27 28 29
#> -0.203 -0.146 -0.045 0.050 0.086 0.001 -0.109 -0.176 -0.229 -0.283
#> 30 31 32 33 34 35 36 37 38 39
#> -0.329 -0.325 -0.326 -0.279 -0.190 -0.119 -0.086 -0.117 -0.149 -0.164
#> 40 41 42 43 44 45 46 47 48 49
#> -0.182 -0.220 -0.248 -0.237 -0.230 -0.199 -0.134 -0.083 -0.043 -0.026
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.871 0.657 0.471 0.310 0.220 0.179 0.135 0.127 0.193
#> 10 11 12 13 14 15 16 17 18 19
#> 0.307 0.443 0.511 0.409 0.241 0.097 -0.028 -0.102 -0.140 -0.180
#> 20 21 22 23 24 25 26 27 28 29
#> -0.190 -0.142 -0.054 0.047 0.097 0.028 -0.088 -0.182 -0.267 -0.317
#> 30 31 32 33 34 35 36 37 38 39
#> -0.339 -0.357 -0.353 -0.305 -0.227 -0.145 -0.099 -0.125 -0.179 -0.219
#> 40 41 42 43 44 45 46 47 48 49
#> -0.259 -0.284 -0.284 -0.280 -0.262 -0.210 -0.136 -0.066 -0.021 -0.003
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.777 0.561 0.357 0.224 0.195 0.186 0.189 0.169 0.192
#> 10 11 12 13 14 15 16 17 18 19
#> 0.238 0.341 0.418 0.273 0.138 0.019 -0.081 -0.079 -0.087 -0.061
#> 20 21 22 23 24 25 26 27 28 29
#> -0.094 -0.079 -0.063 -0.008 0.027 -0.085 -0.180 -0.240 -0.276 -0.244
#> 30 31 32 33 34 35 36 37 38 39
#> -0.212 -0.174 -0.200 -0.198 -0.209 -0.184 -0.155 -0.227 -0.260 -0.278
#> 40 41 42 43 44 45 46 47 48 49
#> -0.277 -0.226 -0.149 -0.087 -0.065 -0.064 -0.081 -0.080 -0.048 -0.052
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.810 0.488 0.203 0.011 -0.075 -0.134 -0.153 -0.135 -0.018
#> 10 11 12 13 14 15 16 17 18 19
#> 0.194 0.443 0.591 0.466 0.224 0.012 -0.131 -0.193 -0.233 -0.247
#> 20 21 22 23 24 25 26 27 28 29
#> -0.235 -0.153 0.007 0.198 0.315 0.249 0.098 -0.041 -0.140 -0.193
#> 30 31 32 33 34 35 36 37 38 39
#> -0.238 -0.264 -0.269 -0.232 -0.132 -0.010 0.069 0.047 -0.031 -0.106
#> 40 41 42 43 44 45 46 47 48 49
#> -0.162 -0.193 -0.221 -0.236 -0.237 -0.219 -0.162 -0.088 -0.035 -0.007
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.840 0.618 0.433 0.285 0.196 0.143 0.109 0.092 0.156
#> 10 11 12 13 14 15 16 17 18 19
#> 0.275 0.412 0.497 0.402 0.248 0.127 0.019 -0.051 -0.109 -0.162
#> 20 21 22 23 24 25 26 27 28 29
#> -0.205 -0.164 -0.079 0.024 0.083 0.021 -0.100 -0.187 -0.263 -0.309
#> 30 31 32 33 34 35 36 37 38 39
#> -0.322 -0.335 -0.347 -0.310 -0.219 -0.123 -0.059 -0.078 -0.133 -0.164
#> 40 41 42 43 44 45 46 47 48 49
#> -0.204 -0.247 -0.257 -0.275 -0.283 -0.242 -0.157 -0.076 -0.023 0.000
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.883 0.714 0.573 0.470 0.417 0.372 0.313 0.254 0.263
#> 10 11 12 13 14 15 16 17 18 19
#> 0.319 0.392 0.430 0.337 0.187 0.074 -0.014 -0.050 -0.073 -0.116
#> 20 21 22 23 24 25 26 27 28 29
#> -0.148 -0.144 -0.087 -0.020 0.014 -0.049 -0.148 -0.216 -0.273 -0.303
#> 30 31 32 33 34 35 36 37 38 39
#> -0.324 -0.357 -0.376 -0.354 -0.304 -0.238 -0.200 -0.218 -0.272 -0.301
#> 40 41 42 43 44 45 46 47 48 49
#> -0.319 -0.324 -0.299 -0.278 -0.255 -0.212 -0.143 -0.072 -0.025 -0.001
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.721 0.404 0.146 -0.032 -0.124 -0.149 -0.157 -0.119 0.052
#> 10 11 12 13 14 15 16 17 18 19
#> 0.280 0.519 0.571 0.373 0.135 -0.021 -0.137 -0.208 -0.228 -0.244
#> 20 21 22 23 24 25 26 27 28 29
#> -0.230 -0.111 0.062 0.221 0.261 0.139 -0.010 -0.086 -0.156 -0.214
#> 30 31 32 33 34 35 36 37 38 39
#> -0.227 -0.245 -0.241 -0.167 -0.056 0.028 0.038 -0.035 -0.106 -0.108
#> 40 41 42 43 44 45 46 47 48 49
#> -0.134 -0.160 -0.162 -0.171 -0.163 -0.113 -0.055 -0.022 -0.020 -0.039
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.818 0.500 0.219 0.036 -0.057 -0.119 -0.120 -0.100 0.018
#> 10 11 12 13 14 15 16 17 18 19
#> 0.229 0.470 0.597 0.464 0.220 0.013 -0.111 -0.184 -0.237 -0.254
#> 20 21 22 23 24 25 26 27 28 29
#> -0.238 -0.147 0.017 0.194 0.286 0.201 0.026 -0.117 -0.199 -0.249
#> 30 31 32 33 34 35 36 37 38 39
#> -0.281 -0.289 -0.277 -0.217 -0.109 0.009 0.072 0.037 -0.052 -0.121
#> 40 41 42 43 44 45 46 47 48 49
#> -0.162 -0.197 -0.223 -0.234 -0.226 -0.197 -0.134 -0.061 -0.015 0.000
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.804 0.600 0.419 0.278 0.214 0.133 0.095 0.081 0.171
#> 10 11 12 13 14 15 16 17 18 19
#> 0.281 0.417 0.485 0.362 0.226 0.111 0.016 -0.046 -0.125 -0.183
#> 20 21 22 23 24 25 26 27 28 29
#> -0.195 -0.139 -0.050 0.029 0.074 -0.016 -0.119 -0.203 -0.273 -0.288
#> 30 31 32 33 34 35 36 37 38 39
#> -0.306 -0.335 -0.336 -0.273 -0.173 -0.106 -0.063 -0.119 -0.155 -0.179
#> 40 41 42 43 44 45 46 47 48 49
#> -0.230 -0.234 -0.258 -0.272 -0.257 -0.173 -0.099 -0.046 -0.018 -0.028
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.844 0.611 0.444 0.327 0.272 0.233 0.185 0.178 0.241
#> 10 11 12 13 14 15 16 17 18 19
#> 0.324 0.423 0.471 0.339 0.150 0.022 -0.073 -0.128 -0.165 -0.192
#> 20 21 22 23 24 25 26 27 28 29
#> -0.196 -0.148 -0.095 -0.040 -0.013 -0.090 -0.199 -0.263 -0.307 -0.338
#> 30 31 32 33 34 35 36 37 38 39
#> -0.349 -0.334 -0.304 -0.248 -0.207 -0.180 -0.155 -0.172 -0.204 -0.202
#> 40 41 42 43 44 45 46 47 48 49
#> -0.193 -0.192 -0.175 -0.137 -0.087 -0.045 -0.035 -0.047 -0.037 -0.015
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.845 0.601 0.416 0.273 0.205 0.173 0.146 0.153 0.220
#> 10 11 12 13 14 15 16 17 18 19
#> 0.303 0.406 0.465 0.348 0.167 0.028 -0.079 -0.131 -0.151 -0.159
#> 20 21 22 23 24 25 26 27 28 29
#> -0.143 -0.096 -0.047 0.008 0.043 -0.035 -0.154 -0.235 -0.299 -0.326
#> 30 31 32 33 34 35 36 37 38 39
#> -0.324 -0.303 -0.264 -0.222 -0.195 -0.174 -0.150 -0.180 -0.232 -0.249
#> 40 41 42 43 44 45 46 47 48 49
#> -0.260 -0.258 -0.225 -0.165 -0.096 -0.047 -0.033 -0.038 -0.024 -0.006
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.839 0.642 0.515 0.449 0.458 0.493 0.468 0.408 0.345
#> 10 11 12 13 14 15 16 17 18 19
#> 0.324 0.339 0.364 0.271 0.121 0.022 -0.041 -0.025 -0.002 -0.021
#> 20 21 22 23 24 25 26 27 28 29
#> -0.071 -0.126 -0.142 -0.120 -0.115 -0.179 -0.288 -0.334 -0.356 -0.332
#> 30 31 32 33 34 35 36 37 38 39
#> -0.273 -0.261 -0.276 -0.312 -0.333 -0.319 -0.283 -0.295 -0.331 -0.337
#> 40 41 42 43 44 45 46 47 48 49
#> -0.301 -0.247 -0.164 -0.117 -0.098 -0.112 -0.122 -0.110 -0.080 -0.038
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.755 0.398 0.091 -0.067 -0.085 -0.078 -0.041 -0.016 0.113
#> 10 11 12 13 14 15 16 17 18 19
#> 0.255 0.424 0.532 0.370 0.123 -0.075 -0.173 -0.178 -0.178 -0.169
#> 20 21 22 23 24 25 26 27 28 29
#> -0.163 -0.097 -0.013 0.086 0.160 0.064 -0.096 -0.212 -0.242 -0.205
#> 30 31 32 33 34 35 36 37 38 39
#> -0.181 -0.160 -0.153 -0.121 -0.083 -0.056 -0.030 -0.083 -0.169 -0.206
#> 40 41 42 43 44 45 46 47 48 49
#> -0.177 -0.100 -0.058 -0.019 -0.008 -0.009 -0.025 -0.060 -0.052 -0.032
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.775 0.540 0.403 0.267 0.175 0.146 0.114 0.116 0.232
#> 10 11 12 13 14 15 16 17 18 19
#> 0.351 0.463 0.478 0.297 0.139 0.056 -0.039 -0.118 -0.154 -0.187
#> 20 21 22 23 24 25 26 27 28 29
#> -0.188 -0.104 -0.013 0.063 0.059 -0.062 -0.145 -0.181 -0.225 -0.286
#> 30 31 32 33 34 35 36 37 38 39
#> -0.294 -0.308 -0.301 -0.231 -0.162 -0.109 -0.123 -0.166 -0.177 -0.171
#> 40 41 42 43 44 45 46 47 48 49
#> -0.188 -0.222 -0.221 -0.209 -0.195 -0.147 -0.091 -0.053 -0.060 -0.042
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.883 0.714 0.573 0.470 0.417 0.372 0.313 0.254 0.263
#> 10 11 12 13 14 15 16 17 18 19
#> 0.319 0.392 0.430 0.337 0.187 0.074 -0.014 -0.050 -0.073 -0.116
#> 20 21 22 23 24 25 26 27 28 29
#> -0.148 -0.144 -0.087 -0.020 0.014 -0.049 -0.148 -0.216 -0.273 -0.303
#> 30 31 32 33 34 35 36 37 38 39
#> -0.324 -0.357 -0.376 -0.354 -0.304 -0.238 -0.200 -0.218 -0.272 -0.301
#> 40 41 42 43 44 45 46 47 48 49
#> -0.319 -0.324 -0.299 -0.278 -0.255 -0.212 -0.143 -0.072 -0.025 -0.001
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.763 0.537 0.358 0.207 0.169 0.118 0.090 0.141 0.234
#> 10 11 12 13 14 15 16 17 18 19
#> 0.326 0.400 0.397 0.233 0.088 -0.004 -0.102 -0.106 -0.130 -0.145
#> 20 21 22 23 24 25 26 27 28 29
#> -0.098 -0.033 0.027 0.073 0.093 0.011 -0.086 -0.149 -0.205 -0.196
#> 30 31 32 33 34 35 36 37 38 39
#> -0.202 -0.236 -0.220 -0.193 -0.171 -0.171 -0.186 -0.250 -0.266 -0.232
#> 40 41 42 43 44 45 46 47 48 49
#> -0.219 -0.199 -0.187 -0.194 -0.147 -0.108 -0.098 -0.086 -0.086 -0.061
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.823 0.538 0.294 0.125 0.048 0.015 -0.018 -0.021 0.086
#> 10 11 12 13 14 15 16 17 18 19
#> 0.266 0.471 0.582 0.454 0.238 0.060 -0.078 -0.151 -0.194 -0.237
#> 20 21 22 23 24 25 26 27 28 29
#> -0.249 -0.174 -0.036 0.124 0.210 0.131 -0.013 -0.131 -0.222 -0.275
#> 30 31 32 33 34 35 36 37 38 39
#> -0.301 -0.334 -0.343 -0.287 -0.177 -0.055 0.011 -0.020 -0.094 -0.146
#> 40 41 42 43 44 45 46 47 48 49
#> -0.184 -0.211 -0.221 -0.235 -0.238 -0.194 -0.116 -0.035 0.001 0.010
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.850 0.644 0.462 0.302 0.228 0.177 0.124 0.126 0.209
#> 10 11 12 13 14 15 16 17 18 19
#> 0.314 0.443 0.500 0.379 0.221 0.085 -0.039 -0.099 -0.144 -0.193
#> 20 21 22 23 24 25 26 27 28 29
#> -0.187 -0.118 -0.040 0.052 0.088 -0.005 -0.103 -0.192 -0.276 -0.309
#> 30 31 32 33 34 35 36 37 38 39
#> -0.341 -0.364 -0.339 -0.274 -0.202 -0.135 -0.109 -0.154 -0.193 -0.226
#> 40 41 42 43 44 45 46 47 48 49
#> -0.267 -0.271 -0.279 -0.277 -0.234 -0.162 -0.093 -0.041 -0.018 -0.018
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.798 0.573 0.438 0.307 0.225 0.209 0.174 0.177 0.274
#> 10 11 12 13 14 15 16 17 18 19
#> 0.387 0.490 0.490 0.322 0.152 0.052 -0.049 -0.116 -0.140 -0.177
#> 20 21 22 23 24 25 26 27 28 29
#> -0.179 -0.101 -0.024 0.047 0.040 -0.085 -0.179 -0.227 -0.282 -0.319
#> 30 31 32 33 34 35 36 37 38 39
#> -0.333 -0.344 -0.327 -0.263 -0.193 -0.140 -0.142 -0.200 -0.223 -0.216
#> 40 41 42 43 44 45 46 47 48 49
#> -0.220 -0.236 -0.217 -0.203 -0.180 -0.130 -0.077 -0.045 -0.051 -0.040
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.844 0.606 0.391 0.233 0.148 0.087 0.045 0.043 0.102
#> 10 11 12 13 14 15 16 17 18 19
#> 0.209 0.358 0.449 0.356 0.192 0.049 -0.063 -0.136 -0.180 -0.206
#> 20 21 22 23 24 25 26 27 28 29
#> -0.186 -0.116 -0.010 0.120 0.193 0.152 0.049 -0.030 -0.102 -0.162
#> 30 31 32 33 34 35 36 37 38 39
#> -0.217 -0.270 -0.288 -0.266 -0.208 -0.125 -0.073 -0.087 -0.156 -0.207
#> 40 41 42 43 44 45 46 47 48 49
#> -0.246 -0.258 -0.268 -0.288 -0.288 -0.261 -0.209 -0.132 -0.064 -0.022
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.755 0.398 0.091 -0.067 -0.085 -0.078 -0.041 -0.016 0.113
#> 10 11 12 13 14 15 16 17 18 19
#> 0.255 0.424 0.532 0.370 0.123 -0.075 -0.173 -0.178 -0.178 -0.169
#> 20 21 22 23 24 25 26 27 28 29
#> -0.163 -0.097 -0.013 0.086 0.160 0.064 -0.096 -0.212 -0.242 -0.205
#> 30 31 32 33 34 35 36 37 38 39
#> -0.181 -0.160 -0.153 -0.121 -0.083 -0.056 -0.030 -0.083 -0.169 -0.206
#> 40 41 42 43 44 45 46 47 48 49
#> -0.177 -0.100 -0.058 -0.019 -0.008 -0.009 -0.025 -0.060 -0.052 -0.032
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.734 0.391 0.097 -0.063 -0.101 -0.157 -0.167 -0.091 0.081
#> 10 11 12 13 14 15 16 17 18 19
#> 0.292 0.474 0.540 0.356 0.107 -0.084 -0.200 -0.211 -0.236 -0.230
#> 20 21 22 23 24 25 26 27 28 29
#> -0.159 -0.034 0.117 0.215 0.236 0.100 -0.053 -0.151 -0.199 -0.205
#> 30 31 32 33 34 35 36 37 38 39
#> -0.218 -0.232 -0.187 -0.109 -0.050 -0.011 -0.017 -0.085 -0.144 -0.157
#> 40 41 42 43 44 45 46 47 48 49
#> -0.153 -0.124 -0.115 -0.121 -0.067 -0.013 0.002 -0.015 -0.037 -0.046
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.883 0.714 0.573 0.470 0.417 0.372 0.313 0.254 0.263
#> 10 11 12 13 14 15 16 17 18 19
#> 0.319 0.392 0.430 0.337 0.187 0.074 -0.014 -0.050 -0.073 -0.116
#> 20 21 22 23 24 25 26 27 28 29
#> -0.148 -0.144 -0.087 -0.020 0.014 -0.049 -0.148 -0.216 -0.273 -0.303
#> 30 31 32 33 34 35 36 37 38 39
#> -0.324 -0.357 -0.376 -0.354 -0.304 -0.238 -0.200 -0.218 -0.272 -0.301
#> 40 41 42 43 44 45 46 47 48 49
#> -0.319 -0.324 -0.299 -0.278 -0.255 -0.212 -0.143 -0.072 -0.025 -0.001
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.817 0.660 0.534 0.456 0.483 0.495 0.456 0.364 0.323
#> 10 11 12 13 14 15 16 17 18 19
#> 0.305 0.367 0.389 0.264 0.127 0.042 -0.035 -0.011 -0.006 -0.044
#> 20 21 22 23 24 25 26 27 28 29
#> -0.096 -0.139 -0.149 -0.122 -0.109 -0.218 -0.286 -0.335 -0.357 -0.315
#> 30 31 32 33 34 35 36 37 38 39
#> -0.276 -0.284 -0.297 -0.322 -0.333 -0.292 -0.273 -0.303 -0.313 -0.305
#> 40 41 42 43 44 45 46 47 48 49
#> -0.299 -0.234 -0.176 -0.123 -0.104 -0.103 -0.115 -0.087 -0.065 -0.057
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.755 0.398 0.091 -0.067 -0.085 -0.078 -0.041 -0.016 0.113
#> 10 11 12 13 14 15 16 17 18 19
#> 0.255 0.424 0.532 0.370 0.123 -0.075 -0.173 -0.178 -0.178 -0.169
#> 20 21 22 23 24 25 26 27 28 29
#> -0.163 -0.097 -0.013 0.086 0.160 0.064 -0.096 -0.212 -0.242 -0.205
#> 30 31 32 33 34 35 36 37 38 39
#> -0.181 -0.160 -0.153 -0.121 -0.083 -0.056 -0.030 -0.083 -0.169 -0.206
#> 40 41 42 43 44 45 46 47 48 49
#> -0.177 -0.100 -0.058 -0.019 -0.008 -0.009 -0.025 -0.060 -0.052 -0.032
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.766 0.409 0.109 -0.076 -0.077 -0.043 -0.008 0.018 0.086
#> 10 11 12 13 14 15 16 17 18 19
#> 0.229 0.420 0.538 0.386 0.133 -0.071 -0.195 -0.194 -0.160 -0.145
#> 20 21 22 23 24 25 26 27 28 29
#> -0.145 -0.120 -0.041 0.079 0.153 0.064 -0.100 -0.225 -0.280 -0.243
#> 30 31 32 33 34 35 36 37 38 39
#> -0.177 -0.143 -0.136 -0.138 -0.107 -0.055 -0.027 -0.071 -0.163 -0.217
#> 40 41 42 43 44 45 46 47 48 49
#> -0.217 -0.146 -0.042 0.003 0.022 -0.005 -0.037 -0.044 -0.047 -0.022
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.776 0.417 0.117 -0.066 -0.133 -0.173 -0.156 -0.118 0.023
#> 10 11 12 13 14 15 16 17 18 19
#> 0.216 0.426 0.559 0.403 0.135 -0.080 -0.200 -0.241 -0.247 -0.215
#> 20 21 22 23 24 25 26 27 28 29
#> -0.169 -0.062 0.074 0.210 0.301 0.207 0.029 -0.111 -0.195 -0.238
#> 30 31 32 33 34 35 36 37 38 39
#> -0.247 -0.216 -0.171 -0.118 -0.064 -0.020 0.012 -0.031 -0.120 -0.170
#> 40 41 42 43 44 45 46 47 48 49
#> -0.189 -0.189 -0.172 -0.123 -0.063 -0.028 -0.020 -0.033 -0.022 -0.006
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.797 0.544 0.333 0.215 0.173 0.155 0.178 0.182 0.238
#> 10 11 12 13 14 15 16 17 18 19
#> 0.282 0.337 0.397 0.260 0.082 -0.042 -0.090 -0.092 -0.097 -0.065
#> 20 21 22 23 24 25 26 27 28 29
#> -0.074 -0.041 -0.027 0.000 0.052 -0.014 -0.143 -0.233 -0.244 -0.208
#> 30 31 32 33 34 35 36 37 38 39
#> -0.189 -0.167 -0.191 -0.189 -0.199 -0.221 -0.214 -0.239 -0.277 -0.290
#> 40 41 42 43 44 45 46 47 48 49
#> -0.252 -0.190 -0.144 -0.099 -0.089 -0.087 -0.090 -0.105 -0.077 -0.043
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.818 0.500 0.219 0.036 -0.057 -0.119 -0.120 -0.100 0.018
#> 10 11 12 13 14 15 16 17 18 19
#> 0.229 0.470 0.597 0.464 0.220 0.013 -0.111 -0.184 -0.237 -0.254
#> 20 21 22 23 24 25 26 27 28 29
#> -0.238 -0.147 0.017 0.194 0.286 0.201 0.026 -0.117 -0.199 -0.249
#> 30 31 32 33 34 35 36 37 38 39
#> -0.281 -0.289 -0.277 -0.217 -0.109 0.009 0.072 0.037 -0.052 -0.121
#> 40 41 42 43 44 45 46 47 48 49
#> -0.162 -0.197 -0.223 -0.234 -0.226 -0.197 -0.134 -0.061 -0.015 0.000
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.801 0.513 0.264 0.083 0.019 -0.015 -0.050 -0.032 0.103
#> 10 11 12 13 14 15 16 17 18 19
#> 0.284 0.483 0.581 0.428 0.221 0.037 -0.109 -0.167 -0.213 -0.257
#> 20 21 22 23 24 25 26 27 28 29
#> -0.243 -0.145 -0.004 0.141 0.208 0.107 -0.028 -0.147 -0.249 -0.278
#> 30 31 32 33 34 35 36 37 38 39
#> -0.309 -0.340 -0.318 -0.238 -0.122 -0.023 0.020 -0.033 -0.097 -0.149
#> 40 41 42 43 44 45 46 47 48 49
#> -0.200 -0.207 -0.224 -0.232 -0.202 -0.130 -0.041 -0.002 0.014 -0.001
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.850 0.644 0.462 0.302 0.228 0.177 0.124 0.126 0.209
#> 10 11 12 13 14 15 16 17 18 19
#> 0.314 0.443 0.500 0.379 0.221 0.085 -0.039 -0.099 -0.144 -0.193
#> 20 21 22 23 24 25 26 27 28 29
#> -0.187 -0.118 -0.040 0.052 0.088 -0.005 -0.103 -0.192 -0.276 -0.309
#> 30 31 32 33 34 35 36 37 38 39
#> -0.341 -0.364 -0.339 -0.274 -0.202 -0.135 -0.109 -0.154 -0.193 -0.226
#> 40 41 42 43 44 45 46 47 48 49
#> -0.267 -0.271 -0.279 -0.277 -0.234 -0.162 -0.093 -0.041 -0.018 -0.018
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.734 0.391 0.097 -0.063 -0.101 -0.157 -0.167 -0.091 0.081
#> 10 11 12 13 14 15 16 17 18 19
#> 0.292 0.474 0.540 0.356 0.107 -0.084 -0.200 -0.211 -0.236 -0.230
#> 20 21 22 23 24 25 26 27 28 29
#> -0.159 -0.034 0.117 0.215 0.236 0.100 -0.053 -0.151 -0.199 -0.205
#> 30 31 32 33 34 35 36 37 38 39
#> -0.218 -0.232 -0.187 -0.109 -0.050 -0.011 -0.017 -0.085 -0.144 -0.157
#> 40 41 42 43 44 45 46 47 48 49
#> -0.153 -0.124 -0.115 -0.121 -0.067 -0.013 0.002 -0.015 -0.037 -0.046
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.871 0.657 0.471 0.310 0.220 0.179 0.135 0.127 0.193
#> 10 11 12 13 14 15 16 17 18 19
#> 0.307 0.443 0.511 0.409 0.241 0.097 -0.028 -0.102 -0.140 -0.180
#> 20 21 22 23 24 25 26 27 28 29
#> -0.190 -0.142 -0.054 0.047 0.097 0.028 -0.088 -0.182 -0.267 -0.317
#> 30 31 32 33 34 35 36 37 38 39
#> -0.339 -0.357 -0.353 -0.305 -0.227 -0.145 -0.099 -0.125 -0.179 -0.219
#> 40 41 42 43 44 45 46 47 48 49
#> -0.259 -0.284 -0.284 -0.280 -0.262 -0.210 -0.136 -0.066 -0.021 -0.003
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.864 0.647 0.461 0.298 0.205 0.160 0.122 0.115 0.184
#> 10 11 12 13 14 15 16 17 18 19
#> 0.297 0.440 0.513 0.407 0.239 0.099 -0.029 -0.121 -0.170 -0.213
#> 20 21 22 23 24 25 26 27 28 29
#> -0.227 -0.171 -0.076 0.028 0.080 0.012 -0.094 -0.176 -0.253 -0.317
#> 30 31 32 33 34 35 36 37 38 39
#> -0.349 -0.369 -0.368 -0.309 -0.215 -0.128 -0.077 -0.096 -0.142 -0.167
#> 40 41 42 43 44 45 46 47 48 49
#> -0.198 -0.230 -0.243 -0.253 -0.248 -0.204 -0.135 -0.067 -0.023 -0.003
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.842 0.678 0.545 0.448 0.448 0.440 0.392 0.375 0.374
#> 10 11 12 13 14 15 16 17 18 19
#> 0.387 0.391 0.373 0.239 0.121 0.058 -0.010 -0.017 -0.042 -0.092
#> 20 21 22 23 24 25 26 27 28 29
#> -0.097 -0.093 -0.084 -0.064 -0.082 -0.157 -0.242 -0.277 -0.321 -0.318
#> 30 31 32 33 34 35 36 37 38 39
#> -0.316 -0.340 -0.308 -0.289 -0.286 -0.281 -0.295 -0.329 -0.324 -0.311
#> 40 41 42 43 44 45 46 47 48 49
#> -0.291 -0.265 -0.227 -0.209 -0.158 -0.128 -0.123 -0.100 -0.080 -0.053
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.878 0.673 0.482 0.323 0.240 0.190 0.149 0.139 0.198
#> 10 11 12 13 14 15 16 17 18 19
#> 0.300 0.436 0.514 0.420 0.260 0.109 -0.018 -0.087 -0.131 -0.171
#> 20 21 22 23 24 25 26 27 28 29
#> -0.181 -0.144 -0.070 0.034 0.093 0.034 -0.072 -0.176 -0.262 -0.308
#> 30 31 32 33 34 35 36 37 38 39
#> -0.339 -0.355 -0.352 -0.317 -0.251 -0.168 -0.109 -0.124 -0.169 -0.217
#> 40 41 42 43 44 45 46 47 48 49
#> -0.259 -0.280 -0.292 -0.286 -0.270 -0.233 -0.173 -0.104 -0.044 -0.012
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.844 0.611 0.444 0.327 0.272 0.233 0.185 0.178 0.241
#> 10 11 12 13 14 15 16 17 18 19
#> 0.324 0.423 0.471 0.339 0.150 0.022 -0.073 -0.128 -0.165 -0.192
#> 20 21 22 23 24 25 26 27 28 29
#> -0.196 -0.148 -0.095 -0.040 -0.013 -0.090 -0.199 -0.263 -0.307 -0.338
#> 30 31 32 33 34 35 36 37 38 39
#> -0.349 -0.334 -0.304 -0.248 -0.207 -0.180 -0.155 -0.172 -0.204 -0.202
#> 40 41 42 43 44 45 46 47 48 49
#> -0.193 -0.192 -0.175 -0.137 -0.087 -0.045 -0.035 -0.047 -0.037 -0.015
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.852 0.661 0.508 0.452 0.459 0.463 0.449 0.401 0.382
#> 10 11 12 13 14 15 16 17 18 19
#> 0.349 0.357 0.355 0.260 0.123 0.028 -0.029 -0.020 -0.024 -0.040
#> 20 21 22 23 24 25 26 27 28 29
#> -0.078 -0.102 -0.114 -0.111 -0.097 -0.175 -0.259 -0.328 -0.343 -0.324
#> 30 31 32 33 34 35 36 37 38 39
#> -0.302 -0.285 -0.283 -0.295 -0.312 -0.315 -0.298 -0.306 -0.334 -0.336
#> 40 41 42 43 44 45 46 47 48 49
#> -0.306 -0.244 -0.196 -0.147 -0.123 -0.112 -0.120 -0.122 -0.086 -0.037
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.810 0.488 0.203 0.011 -0.075 -0.134 -0.153 -0.135 -0.018
#> 10 11 12 13 14 15 16 17 18 19
#> 0.194 0.443 0.591 0.466 0.224 0.012 -0.131 -0.193 -0.233 -0.247
#> 20 21 22 23 24 25 26 27 28 29
#> -0.235 -0.153 0.007 0.198 0.315 0.249 0.098 -0.041 -0.140 -0.193
#> 30 31 32 33 34 35 36 37 38 39
#> -0.238 -0.264 -0.269 -0.232 -0.132 -0.010 0.069 0.047 -0.031 -0.106
#> 40 41 42 43 44 45 46 47 48 49
#> -0.162 -0.193 -0.221 -0.236 -0.237 -0.219 -0.162 -0.088 -0.035 -0.007
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.758 0.387 0.076 -0.101 -0.135 -0.135 -0.103 -0.073 0.022
#> 10 11 12 13 14 15 16 17 18 19
#> 0.189 0.407 0.536 0.381 0.097 -0.129 -0.235 -0.229 -0.187 -0.144
#> 20 21 22 23 24 25 26 27 28 29
#> -0.114 -0.060 0.045 0.174 0.255 0.163 -0.028 -0.169 -0.224 -0.214
#> 30 31 32 33 34 35 36 37 38 39
#> -0.163 -0.138 -0.131 -0.127 -0.107 -0.065 -0.033 -0.064 -0.153 -0.196
#> 40 41 42 43 44 45 46 47 48 49
#> -0.191 -0.136 -0.055 -0.014 0.002 -0.011 -0.027 -0.038 -0.037 -0.024
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.758 0.387 0.076 -0.101 -0.135 -0.135 -0.103 -0.073 0.022
#> 10 11 12 13 14 15 16 17 18 19
#> 0.189 0.407 0.536 0.381 0.097 -0.129 -0.235 -0.229 -0.187 -0.144
#> 20 21 22 23 24 25 26 27 28 29
#> -0.114 -0.060 0.045 0.174 0.255 0.163 -0.028 -0.169 -0.224 -0.214
#> 30 31 32 33 34 35 36 37 38 39
#> -0.163 -0.138 -0.131 -0.127 -0.107 -0.065 -0.033 -0.064 -0.153 -0.196
#> 40 41 42 43 44 45 46 47 48 49
#> -0.191 -0.136 -0.055 -0.014 0.002 -0.011 -0.027 -0.038 -0.037 -0.024
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.778 0.441 0.177 0.008 -0.083 -0.132 -0.125 -0.110 0.016
#> 10 11 12 13 14 15 16 17 18 19
#> 0.249 0.486 0.599 0.429 0.177 -0.014 -0.126 -0.192 -0.250 -0.246
#> 20 21 22 23 24 25 26 27 28 29
#> -0.234 -0.132 0.047 0.217 0.300 0.177 -0.003 -0.134 -0.197 -0.241
#> 30 31 32 33 34 35 36 37 38 39
#> -0.278 -0.272 -0.264 -0.200 -0.077 0.033 0.081 0.023 -0.072 -0.131
#> 40 41 42 43 44 45 46 47 48 49
#> -0.153 -0.184 -0.214 -0.207 -0.202 -0.168 -0.091 -0.024 0.009 0.007
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.804 0.600 0.419 0.278 0.214 0.133 0.095 0.081 0.171
#> 10 11 12 13 14 15 16 17 18 19
#> 0.281 0.417 0.485 0.362 0.226 0.111 0.016 -0.046 -0.125 -0.183
#> 20 21 22 23 24 25 26 27 28 29
#> -0.195 -0.139 -0.050 0.029 0.074 -0.016 -0.119 -0.203 -0.273 -0.288
#> 30 31 32 33 34 35 36 37 38 39
#> -0.306 -0.335 -0.336 -0.273 -0.173 -0.106 -0.063 -0.119 -0.155 -0.179
#> 40 41 42 43 44 45 46 47 48 49
#> -0.230 -0.234 -0.258 -0.272 -0.257 -0.173 -0.099 -0.046 -0.018 -0.028
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.852 0.661 0.508 0.452 0.459 0.463 0.449 0.401 0.382
#> 10 11 12 13 14 15 16 17 18 19
#> 0.349 0.357 0.355 0.260 0.123 0.028 -0.029 -0.020 -0.024 -0.040
#> 20 21 22 23 24 25 26 27 28 29
#> -0.078 -0.102 -0.114 -0.111 -0.097 -0.175 -0.259 -0.328 -0.343 -0.324
#> 30 31 32 33 34 35 36 37 38 39
#> -0.302 -0.285 -0.283 -0.295 -0.312 -0.315 -0.298 -0.306 -0.334 -0.336
#> 40 41 42 43 44 45 46 47 48 49
#> -0.306 -0.244 -0.196 -0.147 -0.123 -0.112 -0.120 -0.122 -0.086 -0.037
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.856 0.677 0.548 0.504 0.494 0.470 0.380 0.308 0.296
#> 10 11 12 13 14 15 16 17 18 19
#> 0.339 0.396 0.406 0.282 0.136 0.060 0.016 0.000 -0.045 -0.108
#> 20 21 22 23 24 25 26 27 28 29
#> -0.154 -0.148 -0.133 -0.114 -0.125 -0.206 -0.296 -0.327 -0.320 -0.306
#> 30 31 32 33 34 35 36 37 38 39
#> -0.320 -0.346 -0.349 -0.326 -0.289 -0.275 -0.268 -0.286 -0.293 -0.277
#> 40 41 42 43 44 45 46 47 48 49
#> -0.251 -0.235 -0.209 -0.182 -0.136 -0.101 -0.076 -0.077 -0.060 -0.032
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.845 0.622 0.448 0.328 0.268 0.212 0.151 0.147 0.236
#> 10 11 12 13 14 15 16 17 18 19
#> 0.330 0.440 0.486 0.355 0.183 0.044 -0.050 -0.115 -0.173 -0.223
#> 20 21 22 23 24 25 26 27 28 29
#> -0.214 -0.141 -0.075 -0.008 0.014 -0.068 -0.165 -0.238 -0.286 -0.323
#> 30 31 32 33 34 35 36 37 38 39
#> -0.363 -0.375 -0.332 -0.255 -0.194 -0.151 -0.136 -0.158 -0.184 -0.197
#> 40 41 42 43 44 45 46 47 48 49
#> -0.192 -0.200 -0.218 -0.201 -0.145 -0.079 -0.047 -0.041 -0.040 -0.023
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.871 0.657 0.471 0.310 0.220 0.179 0.135 0.127 0.193
#> 10 11 12 13 14 15 16 17 18 19
#> 0.307 0.443 0.511 0.409 0.241 0.097 -0.028 -0.102 -0.140 -0.180
#> 20 21 22 23 24 25 26 27 28 29
#> -0.190 -0.142 -0.054 0.047 0.097 0.028 -0.088 -0.182 -0.267 -0.317
#> 30 31 32 33 34 35 36 37 38 39
#> -0.339 -0.357 -0.353 -0.305 -0.227 -0.145 -0.099 -0.125 -0.179 -0.219
#> 40 41 42 43 44 45 46 47 48 49
#> -0.259 -0.284 -0.284 -0.280 -0.262 -0.210 -0.136 -0.066 -0.021 -0.003
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.871 0.661 0.469 0.306 0.216 0.162 0.125 0.120 0.185
#> 10 11 12 13 14 15 16 17 18 19
#> 0.288 0.427 0.512 0.415 0.258 0.112 -0.016 -0.099 -0.160 -0.199
#> 20 21 22 23 24 25 26 27 28 29
#> -0.215 -0.167 -0.087 0.019 0.082 0.025 -0.073 -0.163 -0.243 -0.301
#> 30 31 32 33 34 35 36 37 38 39
#> -0.342 -0.362 -0.361 -0.315 -0.240 -0.148 -0.086 -0.094 -0.128 -0.168
#> 40 41 42 43 44 45 46 47 48 49
#> -0.200 -0.229 -0.253 -0.262 -0.259 -0.232 -0.177 -0.109 -0.048 -0.014
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.860 0.636 0.442 0.285 0.209 0.156 0.112 0.118 0.182
#> 10 11 12 13 14 15 16 17 18 19
#> 0.287 0.436 0.511 0.406 0.241 0.093 -0.025 -0.098 -0.156 -0.201
#> 20 21 22 23 24 25 26 27 28 29
#> -0.206 -0.161 -0.080 0.030 0.088 0.026 -0.078 -0.169 -0.242 -0.294
#> 30 31 32 33 34 35 36 37 38 39
#> -0.332 -0.358 -0.344 -0.302 -0.230 -0.138 -0.082 -0.093 -0.132 -0.165
#> 40 41 42 43 44 45 46 47 48 49
#> -0.198 -0.223 -0.248 -0.263 -0.249 -0.222 -0.172 -0.102 -0.046 -0.011
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.777 0.561 0.357 0.224 0.195 0.186 0.189 0.169 0.192
#> 10 11 12 13 14 15 16 17 18 19
#> 0.238 0.341 0.418 0.273 0.138 0.019 -0.081 -0.079 -0.087 -0.061
#> 20 21 22 23 24 25 26 27 28 29
#> -0.094 -0.079 -0.063 -0.008 0.027 -0.085 -0.180 -0.240 -0.276 -0.244
#> 30 31 32 33 34 35 36 37 38 39
#> -0.212 -0.174 -0.200 -0.198 -0.209 -0.184 -0.155 -0.227 -0.260 -0.278
#> 40 41 42 43 44 45 46 47 48 49
#> -0.277 -0.226 -0.149 -0.087 -0.065 -0.064 -0.081 -0.080 -0.048 -0.052
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.845 0.622 0.448 0.328 0.268 0.212 0.151 0.147 0.236
#> 10 11 12 13 14 15 16 17 18 19
#> 0.330 0.440 0.486 0.355 0.183 0.044 -0.050 -0.115 -0.173 -0.223
#> 20 21 22 23 24 25 26 27 28 29
#> -0.214 -0.141 -0.075 -0.008 0.014 -0.068 -0.165 -0.238 -0.286 -0.323
#> 30 31 32 33 34 35 36 37 38 39
#> -0.363 -0.375 -0.332 -0.255 -0.194 -0.151 -0.136 -0.158 -0.184 -0.197
#> 40 41 42 43 44 45 46 47 48 49
#> -0.192 -0.200 -0.218 -0.201 -0.145 -0.079 -0.047 -0.041 -0.040 -0.023
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.893 0.735 0.589 0.490 0.433 0.381 0.326 0.273 0.271
#> 10 11 12 13 14 15 16 17 18 19
#> 0.315 0.387 0.431 0.352 0.215 0.090 0.001 -0.036 -0.072 -0.106
#> 20 21 22 23 24 25 26 27 28 29
#> -0.143 -0.141 -0.095 -0.030 0.012 -0.040 -0.129 -0.206 -0.265 -0.297
#> 30 31 32 33 34 35 36 37 38 39
#> -0.325 -0.351 -0.370 -0.365 -0.322 -0.264 -0.210 -0.219 -0.262 -0.302
#> 40 41 42 43 44 45 46 47 48 49
#> -0.321 -0.325 -0.320 -0.299 -0.274 -0.238 -0.181 -0.115 -0.052 -0.016
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.810 0.488 0.203 0.011 -0.075 -0.134 -0.153 -0.135 -0.018
#> 10 11 12 13 14 15 16 17 18 19
#> 0.194 0.443 0.591 0.466 0.224 0.012 -0.131 -0.193 -0.233 -0.247
#> 20 21 22 23 24 25 26 27 28 29
#> -0.235 -0.153 0.007 0.198 0.315 0.249 0.098 -0.041 -0.140 -0.193
#> 30 31 32 33 34 35 36 37 38 39
#> -0.238 -0.264 -0.269 -0.232 -0.132 -0.010 0.069 0.047 -0.031 -0.106
#> 40 41 42 43 44 45 46 47 48 49
#> -0.162 -0.193 -0.221 -0.236 -0.237 -0.219 -0.162 -0.088 -0.035 -0.007
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.800 0.538 0.346 0.206 0.174 0.187 0.201 0.190 0.208
#> 10 11 12 13 14 15 16 17 18 19
#> 0.241 0.324 0.403 0.276 0.086 -0.020 -0.091 -0.096 -0.065 -0.048
#> 20 21 22 23 24 25 26 27 28 29
#> -0.067 -0.076 -0.057 -0.011 0.030 -0.043 -0.174 -0.241 -0.265 -0.231
#> 30 31 32 33 34 35 36 37 38 39
#> -0.174 -0.152 -0.174 -0.211 -0.213 -0.216 -0.206 -0.224 -0.277 -0.296
#> 40 41 42 43 44 45 46 47 48 49
#> -0.271 -0.200 -0.117 -0.067 -0.059 -0.084 -0.095 -0.087 -0.072 -0.030
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.790 0.457 0.186 0.006 -0.053 -0.064 -0.050 -0.012 0.111
#> 10 11 12 13 14 15 16 17 18 19
#> 0.275 0.451 0.561 0.414 0.170 -0.021 -0.157 -0.214 -0.229 -0.221
#> 20 21 22 23 24 25 26 27 28 29
#> -0.187 -0.107 -0.005 0.102 0.174 0.085 -0.079 -0.193 -0.272 -0.299
#> 30 31 32 33 34 35 36 37 38 39
#> -0.288 -0.255 -0.202 -0.143 -0.083 -0.036 0.001 -0.040 -0.129 -0.179
#> 40 41 42 43 44 45 46 47 48 49
#> -0.211 -0.217 -0.182 -0.114 -0.036 0.002 0.010 -0.009 -0.010 -0.001
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.755 0.398 0.091 -0.067 -0.085 -0.078 -0.041 -0.016 0.113
#> 10 11 12 13 14 15 16 17 18 19
#> 0.255 0.424 0.532 0.370 0.123 -0.075 -0.173 -0.178 -0.178 -0.169
#> 20 21 22 23 24 25 26 27 28 29
#> -0.163 -0.097 -0.013 0.086 0.160 0.064 -0.096 -0.212 -0.242 -0.205
#> 30 31 32 33 34 35 36 37 38 39
#> -0.181 -0.160 -0.153 -0.121 -0.083 -0.056 -0.030 -0.083 -0.169 -0.206
#> 40 41 42 43 44 45 46 47 48 49
#> -0.177 -0.100 -0.058 -0.019 -0.008 -0.009 -0.025 -0.060 -0.052 -0.032
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.760 0.410 0.095 -0.101 -0.138 -0.151 -0.117 -0.099 0.013
#> 10 11 12 13 14 15 16 17 18 19
#> 0.186 0.414 0.557 0.376 0.126 -0.105 -0.232 -0.237 -0.215 -0.160
#> 20 21 22 23 24 25 26 27 28 29
#> -0.140 -0.064 0.044 0.195 0.292 0.177 0.014 -0.138 -0.225 -0.231
#> 30 31 32 33 34 35 36 37 38 39
#> -0.205 -0.153 -0.148 -0.120 -0.098 -0.044 0.000 -0.063 -0.125 -0.183
#> 40 41 42 43 44 45 46 47 48 49
#> -0.200 -0.171 -0.111 -0.044 -0.020 -0.014 -0.037 -0.033 -0.016 -0.018
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.797 0.489 0.217 0.047 -0.010 -0.046 -0.060 -0.016 0.119
#> 10 11 12 13 14 15 16 17 18 19
#> 0.294 0.479 0.563 0.422 0.197 -0.003 -0.130 -0.186 -0.232 -0.247
#> 20 21 22 23 24 25 26 27 28 29
#> -0.212 -0.111 0.011 0.131 0.182 0.093 -0.053 -0.188 -0.258 -0.288
#> 30 31 32 33 34 35 36 37 38 39
#> -0.315 -0.308 -0.261 -0.173 -0.086 -0.020 0.000 -0.040 -0.111 -0.180
#> 40 41 42 43 44 45 46 47 48 49
#> -0.202 -0.216 -0.222 -0.189 -0.124 -0.036 -0.004 0.005 -0.009 -0.011
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.883 0.714 0.573 0.470 0.417 0.372 0.313 0.254 0.263
#> 10 11 12 13 14 15 16 17 18 19
#> 0.319 0.392 0.430 0.337 0.187 0.074 -0.014 -0.050 -0.073 -0.116
#> 20 21 22 23 24 25 26 27 28 29
#> -0.148 -0.144 -0.087 -0.020 0.014 -0.049 -0.148 -0.216 -0.273 -0.303
#> 30 31 32 33 34 35 36 37 38 39
#> -0.324 -0.357 -0.376 -0.354 -0.304 -0.238 -0.200 -0.218 -0.272 -0.301
#> 40 41 42 43 44 45 46 47 48 49
#> -0.319 -0.324 -0.299 -0.278 -0.255 -0.212 -0.143 -0.072 -0.025 -0.001
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.810 0.488 0.203 0.011 -0.075 -0.134 -0.153 -0.135 -0.018
#> 10 11 12 13 14 15 16 17 18 19
#> 0.194 0.443 0.591 0.466 0.224 0.012 -0.131 -0.193 -0.233 -0.247
#> 20 21 22 23 24 25 26 27 28 29
#> -0.235 -0.153 0.007 0.198 0.315 0.249 0.098 -0.041 -0.140 -0.193
#> 30 31 32 33 34 35 36 37 38 39
#> -0.238 -0.264 -0.269 -0.232 -0.132 -0.010 0.069 0.047 -0.031 -0.106
#> 40 41 42 43 44 45 46 47 48 49
#> -0.162 -0.193 -0.221 -0.236 -0.237 -0.219 -0.162 -0.088 -0.035 -0.007
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.817 0.508 0.220 0.020 -0.072 -0.136 -0.150 -0.143 -0.023
#> 10 11 12 13 14 15 16 17 18 19
#> 0.189 0.436 0.590 0.469 0.239 0.024 -0.125 -0.197 -0.240 -0.248
#> 20 21 22 23 24 25 26 27 28 29
#> -0.243 -0.158 0.006 0.195 0.318 0.256 0.111 -0.031 -0.133 -0.195
#> 30 31 32 33 34 35 36 37 38 39
#> -0.244 -0.265 -0.279 -0.239 -0.136 -0.015 0.070 0.048 -0.026 -0.103
#> 40 41 42 43 44 45 46 47 48 49
#> -0.163 -0.200 -0.231 -0.240 -0.248 -0.228 -0.168 -0.094 -0.034 -0.008
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.826 0.571 0.363 0.235 0.200 0.182 0.154 0.142 0.202
#> 10 11 12 13 14 15 16 17 18 19
#> 0.277 0.386 0.450 0.318 0.127 -0.026 -0.105 -0.113 -0.121 -0.143
#> 20 21 22 23 24 25 26 27 28 29
#> -0.157 -0.126 -0.083 -0.020 0.020 -0.061 -0.180 -0.259 -0.286 -0.260
#> 30 31 32 33 34 35 36 37 38 39
#> -0.252 -0.257 -0.264 -0.253 -0.234 -0.214 -0.181 -0.202 -0.239 -0.241
#> 40 41 42 43 44 45 46 47 48 49
#> -0.195 -0.124 -0.078 -0.050 -0.044 -0.035 -0.035 -0.050 -0.037 -0.023
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.842 0.638 0.462 0.309 0.235 0.181 0.125 0.123 0.205
#> 10 11 12 13 14 15 16 17 18 19
#> 0.314 0.447 0.508 0.373 0.219 0.087 -0.042 -0.110 -0.176 -0.228
#> 20 21 22 23 24 25 26 27 28 29
#> -0.229 -0.155 -0.071 0.023 0.058 -0.031 -0.123 -0.194 -0.268 -0.315
#> 30 31 32 33 34 35 36 37 38 39
#> -0.357 -0.385 -0.365 -0.279 -0.203 -0.125 -0.092 -0.135 -0.156 -0.173
#> 40 41 42 43 44 45 46 47 48 49
#> -0.199 -0.215 -0.234 -0.246 -0.213 -0.149 -0.090 -0.044 -0.021 -0.024
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.871 0.661 0.469 0.306 0.216 0.162 0.125 0.120 0.185
#> 10 11 12 13 14 15 16 17 18 19
#> 0.288 0.427 0.512 0.415 0.258 0.112 -0.016 -0.099 -0.160 -0.199
#> 20 21 22 23 24 25 26 27 28 29
#> -0.215 -0.167 -0.087 0.019 0.082 0.025 -0.073 -0.163 -0.243 -0.301
#> 30 31 32 33 34 35 36 37 38 39
#> -0.342 -0.362 -0.361 -0.315 -0.240 -0.148 -0.086 -0.094 -0.128 -0.168
#> 40 41 42 43 44 45 46 47 48 49
#> -0.200 -0.229 -0.253 -0.262 -0.259 -0.232 -0.177 -0.109 -0.048 -0.014
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.886 0.719 0.580 0.484 0.434 0.376 0.314 0.280 0.281
#> 10 11 12 13 14 15 16 17 18 19
#> 0.319 0.392 0.429 0.346 0.204 0.089 -0.003 -0.028 -0.065 -0.114
#> 20 21 22 23 24 25 26 27 28 29
#> -0.140 -0.138 -0.092 -0.025 0.010 -0.045 -0.133 -0.205 -0.262 -0.294
#> 30 31 32 33 34 35 36 37 38 39
#> -0.321 -0.358 -0.362 -0.355 -0.322 -0.257 -0.215 -0.223 -0.265 -0.299
#> 40 41 42 43 44 45 46 47 48 49
#> -0.316 -0.311 -0.310 -0.305 -0.273 -0.231 -0.180 -0.115 -0.061 -0.020
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.878 0.673 0.482 0.323 0.240 0.190 0.149 0.139 0.198
#> 10 11 12 13 14 15 16 17 18 19
#> 0.300 0.436 0.514 0.420 0.260 0.109 -0.018 -0.087 -0.131 -0.171
#> 20 21 22 23 24 25 26 27 28 29
#> -0.181 -0.144 -0.070 0.034 0.093 0.034 -0.072 -0.176 -0.262 -0.308
#> 30 31 32 33 34 35 36 37 38 39
#> -0.339 -0.355 -0.352 -0.317 -0.251 -0.168 -0.109 -0.124 -0.169 -0.217
#> 40 41 42 43 44 45 46 47 48 49
#> -0.259 -0.280 -0.292 -0.286 -0.270 -0.233 -0.173 -0.104 -0.044 -0.012
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.734 0.391 0.097 -0.063 -0.101 -0.157 -0.167 -0.091 0.081
#> 10 11 12 13 14 15 16 17 18 19
#> 0.292 0.474 0.540 0.356 0.107 -0.084 -0.200 -0.211 -0.236 -0.230
#> 20 21 22 23 24 25 26 27 28 29
#> -0.159 -0.034 0.117 0.215 0.236 0.100 -0.053 -0.151 -0.199 -0.205
#> 30 31 32 33 34 35 36 37 38 39
#> -0.218 -0.232 -0.187 -0.109 -0.050 -0.011 -0.017 -0.085 -0.144 -0.157
#> 40 41 42 43 44 45 46 47 48 49
#> -0.153 -0.124 -0.115 -0.121 -0.067 -0.013 0.002 -0.015 -0.037 -0.046
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.883 0.714 0.573 0.470 0.417 0.372 0.313 0.254 0.263
#> 10 11 12 13 14 15 16 17 18 19
#> 0.319 0.392 0.430 0.337 0.187 0.074 -0.014 -0.050 -0.073 -0.116
#> 20 21 22 23 24 25 26 27 28 29
#> -0.148 -0.144 -0.087 -0.020 0.014 -0.049 -0.148 -0.216 -0.273 -0.303
#> 30 31 32 33 34 35 36 37 38 39
#> -0.324 -0.357 -0.376 -0.354 -0.304 -0.238 -0.200 -0.218 -0.272 -0.301
#> 40 41 42 43 44 45 46 47 48 49
#> -0.319 -0.324 -0.299 -0.278 -0.255 -0.212 -0.143 -0.072 -0.025 -0.001
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.818 0.593 0.395 0.241 0.197 0.199 0.185 0.176 0.220
#> 10 11 12 13 14 15 16 17 18 19
#> 0.275 0.392 0.462 0.320 0.152 0.007 -0.114 -0.137 -0.118 -0.120
#> 20 21 22 23 24 25 26 27 28 29
#> -0.117 -0.097 -0.081 -0.005 0.036 -0.061 -0.162 -0.250 -0.325 -0.315
#> 30 31 32 33 34 35 36 37 38 39
#> -0.281 -0.252 -0.231 -0.225 -0.228 -0.190 -0.161 -0.209 -0.234 -0.259
#> 40 41 42 43 44 45 46 47 48 49
#> -0.275 -0.231 -0.165 -0.091 -0.048 -0.035 -0.051 -0.044 -0.025 -0.032
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.842 0.678 0.545 0.448 0.448 0.440 0.392 0.375 0.374
#> 10 11 12 13 14 15 16 17 18 19
#> 0.387 0.391 0.373 0.239 0.121 0.058 -0.010 -0.017 -0.042 -0.092
#> 20 21 22 23 24 25 26 27 28 29
#> -0.097 -0.093 -0.084 -0.064 -0.082 -0.157 -0.242 -0.277 -0.321 -0.318
#> 30 31 32 33 34 35 36 37 38 39
#> -0.316 -0.340 -0.308 -0.289 -0.286 -0.281 -0.295 -0.329 -0.324 -0.311
#> 40 41 42 43 44 45 46 47 48 49
#> -0.291 -0.265 -0.227 -0.209 -0.158 -0.128 -0.123 -0.100 -0.080 -0.053
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.821 0.603 0.442 0.321 0.235 0.160 0.154 0.133 0.195
#> 10 11 12 13 14 15 16 17 18 19
#> 0.315 0.429 0.486 0.372 0.232 0.130 0.034 -0.049 -0.123 -0.150
#> 20 21 22 23 24 25 26 27 28 29
#> -0.181 -0.153 -0.070 0.004 0.052 -0.024 -0.121 -0.195 -0.245 -0.286
#> 30 31 32 33 34 35 36 37 38 39
#> -0.328 -0.350 -0.363 -0.324 -0.230 -0.157 -0.105 -0.120 -0.143 -0.149
#> 40 41 42 43 44 45 46 47 48 49
#> -0.175 -0.208 -0.245 -0.254 -0.266 -0.235 -0.162 -0.106 -0.069 -0.033
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.755 0.374 0.073 -0.078 -0.118 -0.152 -0.119 -0.078 0.065
#> 10 11 12 13 14 15 16 17 18 19
#> 0.230 0.411 0.535 0.370 0.096 -0.133 -0.216 -0.218 -0.207 -0.165
#> 20 21 22 23 24 25 26 27 28 29
#> -0.130 -0.027 0.073 0.171 0.236 0.134 -0.045 -0.179 -0.207 -0.193
#> 30 31 32 33 34 35 36 37 38 39
#> -0.188 -0.161 -0.148 -0.110 -0.083 -0.065 -0.039 -0.076 -0.154 -0.202
#> 40 41 42 43 44 45 46 47 48 49
#> -0.166 -0.111 -0.074 -0.039 -0.019 0.002 -0.006 -0.040 -0.053 -0.029
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.777 0.465 0.181 -0.014 -0.095 -0.162 -0.182 -0.156 0.000
#> 10 11 12 13 14 15 16 17 18 19
#> 0.218 0.459 0.586 0.429 0.198 -0.012 -0.156 -0.213 -0.254 -0.271
#> 20 21 22 23 24 25 26 27 28 29
#> -0.241 -0.116 0.060 0.237 0.329 0.229 0.083 -0.050 -0.155 -0.207
#> 30 31 32 33 34 35 36 37 38 39
#> -0.257 -0.286 -0.270 -0.188 -0.068 0.025 0.073 0.014 -0.062 -0.124
#> 40 41 42 43 44 45 46 47 48 49
#> -0.181 -0.197 -0.222 -0.232 -0.216 -0.151 -0.071 -0.027 -0.007 -0.018
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.778 0.586 0.455 0.349 0.259 0.223 0.194 0.174 0.252
#> 10 11 12 13 14 15 16 17 18 19
#> 0.354 0.440 0.452 0.322 0.194 0.109 0.009 -0.072 -0.113 -0.144
#> 20 21 22 23 24 25 26 27 28 29
#> -0.181 -0.129 -0.055 0.002 -0.011 -0.088 -0.189 -0.205 -0.245 -0.292
#> 30 31 32 33 34 35 36 37 38 39
#> -0.335 -0.348 -0.354 -0.311 -0.229 -0.173 -0.146 -0.178 -0.184 -0.162
#> 40 41 42 43 44 45 46 47 48 49
#> -0.161 -0.196 -0.213 -0.216 -0.211 -0.171 -0.109 -0.084 -0.079 -0.066
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.852 0.644 0.453 0.308 0.227 0.162 0.123 0.124 0.176
#> 10 11 12 13 14 15 16 17 18 19
#> 0.280 0.413 0.494 0.410 0.264 0.144 0.035 -0.035 -0.104 -0.155
#> 20 21 22 23 24 25 26 27 28 29
#> -0.181 -0.159 -0.094 0.002 0.066 0.021 -0.091 -0.177 -0.257 -0.291
#> 30 31 32 33 34 35 36 37 38 39
#> -0.324 -0.354 -0.359 -0.325 -0.251 -0.163 -0.090 -0.090 -0.124 -0.153
#> 40 41 42 43 44 45 46 47 48 49
#> -0.193 -0.226 -0.250 -0.285 -0.285 -0.261 -0.207 -0.130 -0.063 -0.021
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0.0000 0.0833 0.1667 0.2500 0.3333 0.4167 0.5000 0.5833 0.6667
#> 1.000 0.948 0.876 0.807 0.753 0.714 0.682 0.663 0.656
#> 0.7500 0.8333 0.9167 1.0000 1.0833 1.1667 1.2500 1.3333 1.4167
#> 0.671 0.703 0.743 0.760 0.713 0.646 0.586 0.538 0.500
#> 1.5000 1.5833 1.6667 1.7500 1.8333 1.9167 2.0000 2.0833 2.1667
#> 0.469 0.450 0.442 0.457 0.482 0.517 0.532 0.494 0.438
#> 2.2500 2.3333 2.4167 2.5000 2.5833 2.6667 2.7500 2.8333 2.9167
#> 0.388 0.348 0.315 0.288 0.271 0.264 0.277 0.299 0.326
#> 3.0000 3.0833 3.1667 3.2500 3.3333 3.4167 3.5000 3.5833 3.6667
#> 0.337 0.303 0.254 0.211 0.172 0.138 0.111 0.091 0.082
#> 3.7500 3.8333 3.9167 4.0000 4.0833 4.1667 4.2500 4.3333 4.4167
#> 0.089 0.104 0.124 0.133 0.104 0.062 0.029 -0.001 -0.028
#> 4.5000 4.5833 4.6667 4.7500 4.8333 4.9167 5.0000 5.0833 5.1667
#> -0.053 -0.071 -0.080 -0.075 -0.064 -0.051 -0.047 -0.074 -0.111
#> 5.2500 5.3333 5.4167 5.5000 5.5833 5.6667 5.7500 5.8333 5.9167
#> -0.139 -0.165 -0.188 -0.210 -0.223 -0.229 -0.224 -0.215 -0.204
#> 6.0000 6.0833 6.1667 6.2500 6.3333 6.4167 6.5000 6.5833 6.6667
#> -0.199 -0.218 -0.244 -0.263 -0.280 -0.297 -0.311 -0.317 -0.317
#> 6.7500 6.8333 6.9167 7.0000 7.0833 7.1667 7.2500 7.3333 7.4167
#> -0.309 -0.299 -0.288 -0.281 -0.293 -0.311 -0.322 -0.332 -0.343
#> 7.5000 7.5833 7.6667 7.7500 7.8333 7.9167 8.0000 8.0833 8.1667
#> -0.351 -0.354 -0.352 -0.346 -0.339 -0.331 -0.326 -0.335 -0.349
#> 8.2500 8.3333 8.4167 8.5000 8.5833 8.6667 8.7500 8.8333 8.9167
#> -0.355 -0.359 -0.364 -0.365 -0.361 -0.353 -0.342 -0.332 -0.326
#> 9.0000 9.0833 9.1667 9.2500 9.3333 9.4167 9.5000 9.5833 9.6667
#> -0.320 -0.323 -0.330 -0.331 -0.333 -0.335 -0.333 -0.324 -0.311
#> 9.7500 9.8333 9.9167 10.0000 10.0833 10.1667 10.2500 10.3333 10.4167
#> -0.301 -0.293 -0.287 -0.282 -0.280 -0.281 -0.276 -0.270 -0.265
#> 10.5000 10.5833 10.6667 10.7500 10.8333 10.9167 11.0000 11.0833 11.1667
#> -0.256 -0.239 -0.217 -0.202 -0.190 -0.182 -0.170 -0.161 -0.153
#> 11.2500 11.3333 11.4167 11.5000 11.5833 11.6667 11.7500 11.8333 11.9167
#> -0.144 -0.132 -0.119 -0.103 -0.077 -0.052 -0.034 -0.021 -0.012
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.902 0.791 0.715 0.658 0.621 0.605 0.584 0.580 0.619
#> 10 11 12 13 14 15 16 17 18 19
#> 0.662 0.699 0.688 0.602 0.505 0.439 0.384 0.343 0.326 0.302
#> 20 21 22 23 24 25 26 27 28 29
#> 0.295 0.327 0.362 0.391 0.381 0.307 0.226 0.173 0.126 0.090
#> 30 31 32 33 34 35 36 37 38 39
#> 0.068 0.049 0.043 0.075 0.103 0.124 0.116 0.054 -0.008 -0.049
#> 40 41 42 43 44 45 46 47 48 49
#> -0.081 -0.105 -0.119 -0.135 -0.134 -0.104 -0.075 -0.057 -0.066 -0.115
#> 50 51 52 53 54 55 56 57 58 59
#> -0.163 -0.196 -0.219 -0.244 -0.254 -0.265 -0.263 -0.237 -0.216 -0.205
#> 60 61 62 63 64 65 66 67 68 69
#> -0.218 -0.253 -0.288 -0.312 -0.333 -0.351 -0.359 -0.363 -0.355 -0.329
#> 70 71 72 73 74 75 76 77 78 79
#> -0.307 -0.296 -0.307 -0.329 -0.353 -0.361 -0.362 -0.366 -0.368 -0.361
#> 80 81 82 83 84 85 86 87 88 89
#> -0.342 -0.309 -0.285 -0.274 -0.277 -0.288 -0.293 -0.296 -0.286 -0.284
#> 90 91 92 93 94 95 96 97 98 99
#> -0.274 -0.254 -0.223 -0.179 -0.149 -0.136 -0.135 -0.134 -0.126 -0.113
#> 100 101 102 103
#> -0.098 -0.088 -0.072 -0.040
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.878 0.741 0.634 0.555 0.518 0.498 0.487 0.493 0.555
#> 10 11 12 13 14 15 16 17 18 19
#> 0.626 0.692 0.692 0.591 0.474 0.381 0.322 0.281 0.267 0.256
#> 20 21 22 23 24 25 26 27 28 29
#> 0.268 0.326 0.387 0.444 0.437 0.350 0.245 0.170 0.121 0.082
#> 30 31 32 33 34 35 36 37 38 39
#> 0.065 0.051 0.056 0.101 0.149 0.185 0.176 0.102 0.013 -0.048
#> 40 41 42 43 44 45 46 47 48 49
#> -0.094 -0.132 -0.150 -0.162 -0.154 -0.114 -0.071 -0.042 -0.050 -0.108
#> 50 51 52 53 54 55 56 57 58 59
#> -0.176 -0.221 -0.253 -0.281 -0.296 -0.300 -0.291 -0.249 -0.214 -0.194
#> 60 61 62 63 64 65 66 67 68 69
#> -0.201 -0.248 -0.294 -0.323 -0.341 -0.359 -0.366 -0.361 -0.341 -0.297
#> 70 71 72 73 74 75 76 77 78 79
#> -0.262 -0.242 -0.245 -0.274 -0.300 -0.317 -0.323 -0.336 -0.334 -0.321
#> 80 81 82 83 84 85 86 87 88 89
#> -0.297 -0.253 -0.229 -0.217 -0.225 -0.241 -0.253 -0.263 -0.262 -0.266
#> 90 91 92 93 94 95 96 97 98 99
#> -0.256 -0.239 -0.209 -0.166 -0.140 -0.128 -0.134 -0.133 -0.131 -0.122
#> 100 101 102 103
#> -0.108 -0.094 -0.075 -0.044
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.920 0.804 0.707 0.635 0.608 0.596 0.590 0.581 0.590
#> 10 11 12 13 14 15 16 17 18 19
#> 0.618 0.669 0.703 0.641 0.544 0.466 0.400 0.367 0.348 0.330
#> 20 21 22 23 24 25 26 27 28 29
#> 0.312 0.312 0.332 0.371 0.397 0.342 0.258 0.192 0.136 0.105
#> 30 31 32 33 34 35 36 37 38 39
#> 0.086 0.072 0.059 0.060 0.078 0.109 0.132 0.087 0.019 -0.036
#> 40 41 42 43 44 45 46 47 48 49
#> -0.083 -0.113 -0.134 -0.151 -0.167 -0.168 -0.154 -0.125 -0.105 -0.139
#> 50 51 52 53 54 55 56 57 58 59
#> -0.189 -0.229 -0.263 -0.283 -0.300 -0.310 -0.320 -0.317 -0.299 -0.269
#> 60 61 62 63 64 65 66 67 68 69
#> -0.246 -0.264 -0.297 -0.319 -0.336 -0.346 -0.355 -0.360 -0.366 -0.363
#> 70 71 72 73 74 75 76 77 78 79
#> -0.341 -0.310 -0.285 -0.294 -0.317 -0.333 -0.342 -0.344 -0.345 -0.342
#> 80 81 82 83 84 85 86 87 88 89
#> -0.342 -0.336 -0.311 -0.279 -0.245 -0.234 -0.236 -0.238 -0.236 -0.230
#> 90 91 92 93 94 95 96 97 98 99
#> -0.226 -0.217 -0.212 -0.203 -0.178 -0.144 -0.108 -0.092 -0.085 -0.079
#> 100 101 102 103
#> -0.071 -0.057 -0.040 -0.018
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.910 0.765 0.635 0.546 0.504 0.477 0.472 0.476 0.514
#> 10 11 12 13 14 15 16 17 18 19
#> 0.579 0.663 0.701 0.621 0.496 0.388 0.317 0.279 0.255 0.243
#> 20 21 22 23 24 25 26 27 28 29
#> 0.247 0.281 0.338 0.410 0.440 0.370 0.260 0.167 0.105 0.074
#> 30 31 32 33 34 35 36 37 38 39
#> 0.058 0.047 0.049 0.072 0.115 0.170 0.193 0.135 0.044 -0.033
#> 40 41 42 43 44 45 46 47 48 49
#> -0.088 -0.117 -0.133 -0.146 -0.146 -0.129 -0.096 -0.051 -0.031 -0.074
#> 50 51 52 53 54 55 56 57 58 59
#> -0.142 -0.199 -0.240 -0.258 -0.268 -0.272 -0.272 -0.258 -0.235 -0.201
#> 60 61 62 63 64 65 66 67 68 69
#> -0.185 -0.220 -0.267 -0.308 -0.333 -0.339 -0.340 -0.332 -0.324 -0.308
#> 70 71 72 73 74 75 76 77 78 79
#> -0.287 -0.258 -0.242 -0.264 -0.294 -0.320 -0.333 -0.333 -0.323 -0.306
#> 80 81 82 83 84 85 86 87 88 89
#> -0.292 -0.278 -0.264 -0.244 -0.232 -0.243 -0.255 -0.263 -0.262 -0.254
#> 90 91 92 93 94 95 96 97 98 99
#> -0.236 -0.215 -0.198 -0.185 -0.174 -0.155 -0.142 -0.141 -0.143 -0.136
#> 100 101 102 103
#> -0.123 -0.096 -0.058 -0.024
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.894 0.766 0.654 0.580 0.552 0.522 0.508 0.526 0.576
#> 10 11 12 13 14 15 16 17 18 19
#> 0.639 0.683 0.688 0.601 0.492 0.400 0.326 0.304 0.285 0.278
#> 20 21 22 23 24 25 26 27 28 29
#> 0.295 0.340 0.398 0.431 0.432 0.354 0.265 0.192 0.127 0.102
#> 30 31 32 33 34 35 36 37 38 39
#> 0.075 0.057 0.065 0.101 0.141 0.164 0.159 0.089 0.013 -0.048
#> 40 41 42 43 44 45 46 47 48 49
#> -0.105 -0.129 -0.152 -0.170 -0.159 -0.125 -0.088 -0.067 -0.072 -0.129
#> 50 51 52 53 54 55 56 57 58 59
#> -0.185 -0.229 -0.272 -0.288 -0.307 -0.320 -0.303 -0.270 -0.236 -0.217
#> 60 61 62 63 64 65 66 67 68 69
#> -0.223 -0.264 -0.300 -0.329 -0.357 -0.363 -0.375 -0.377 -0.355 -0.318
#> 70 71 72 73 74 75 76 77 78 79
#> -0.278 -0.258 -0.257 -0.281 -0.300 -0.312 -0.328 -0.325 -0.329 -0.327
#> 80 81 82 83 84 85 86 87 88 89
#> -0.304 -0.270 -0.235 -0.225 -0.224 -0.238 -0.251 -0.259 -0.270 -0.259
#> 90 91 92 93 94 95 96 97 98 99
#> -0.253 -0.243 -0.218 -0.180 -0.142 -0.130 -0.125 -0.128 -0.116 -0.101
#> 100 101 102 103
#> -0.095 -0.082 -0.061 -0.038
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.878 0.741 0.634 0.555 0.518 0.498 0.487 0.493 0.555
#> 10 11 12 13 14 15 16 17 18 19
#> 0.626 0.692 0.692 0.591 0.474 0.381 0.322 0.281 0.267 0.256
#> 20 21 22 23 24 25 26 27 28 29
#> 0.268 0.326 0.387 0.444 0.437 0.350 0.245 0.170 0.121 0.082
#> 30 31 32 33 34 35 36 37 38 39
#> 0.065 0.051 0.056 0.101 0.149 0.185 0.176 0.102 0.013 -0.048
#> 40 41 42 43 44 45 46 47 48 49
#> -0.094 -0.132 -0.150 -0.162 -0.154 -0.114 -0.071 -0.042 -0.050 -0.108
#> 50 51 52 53 54 55 56 57 58 59
#> -0.176 -0.221 -0.253 -0.281 -0.296 -0.300 -0.291 -0.249 -0.214 -0.194
#> 60 61 62 63 64 65 66 67 68 69
#> -0.201 -0.248 -0.294 -0.323 -0.341 -0.359 -0.366 -0.361 -0.341 -0.297
#> 70 71 72 73 74 75 76 77 78 79
#> -0.262 -0.242 -0.245 -0.274 -0.300 -0.317 -0.323 -0.336 -0.334 -0.321
#> 80 81 82 83 84 85 86 87 88 89
#> -0.297 -0.253 -0.229 -0.217 -0.225 -0.241 -0.253 -0.263 -0.262 -0.266
#> 90 91 92 93 94 95 96 97 98 99
#> -0.256 -0.239 -0.209 -0.166 -0.140 -0.128 -0.134 -0.133 -0.131 -0.122
#> 100 101 102 103
#> -0.108 -0.094 -0.075 -0.044
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.912 0.819 0.742 0.675 0.651 0.630 0.604 0.606 0.634
#> 10 11 12 13 14 15 16 17 18 19
#> 0.663 0.686 0.679 0.597 0.515 0.447 0.381 0.359 0.335 0.311
#> 20 21 22 23 24 25 26 27 28 29
#> 0.312 0.334 0.358 0.377 0.366 0.297 0.229 0.173 0.120 0.097
#> 30 31 32 33 34 35 36 37 38 39
#> 0.072 0.047 0.052 0.071 0.094 0.109 0.099 0.045 -0.006 -0.048
#> 40 41 42 43 44 45 46 47 48 49
#> -0.089 -0.103 -0.120 -0.134 -0.130 -0.108 -0.081 -0.067 -0.073 -0.117
#> 50 51 52 53 54 55 56 57 58 59
#> -0.158 -0.187 -0.222 -0.232 -0.248 -0.264 -0.263 -0.243 -0.223 -0.217
#> 60 61 62 63 64 65 66 67 68 69
#> -0.223 -0.258 -0.292 -0.318 -0.346 -0.353 -0.361 -0.374 -0.368 -0.344
#> 70 71 72 73 74 75 76 77 78 79
#> -0.320 -0.311 -0.312 -0.338 -0.354 -0.360 -0.372 -0.372 -0.372 -0.374
#> 80 81 82 83 84 85 86 87 88 89
#> -0.356 -0.325 -0.297 -0.281 -0.278 -0.288 -0.294 -0.291 -0.296 -0.284
#> 90 91 92 93 94 95 96 97 98 99
#> -0.273 -0.264 -0.231 -0.191 -0.157 -0.136 -0.127 -0.125 -0.110 -0.095
#> 100 101 102 103
#> -0.089 -0.071 -0.054 -0.036
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.923 0.802 0.688 0.600 0.552 0.519 0.500 0.488 0.519
#> 10 11 12 13 14 15 16 17 18 19
#> 0.581 0.657 0.701 0.639 0.534 0.441 0.366 0.326 0.297 0.281
#> 20 21 22 23 24 25 26 27 28 29
#> 0.271 0.295 0.345 0.405 0.440 0.391 0.305 0.226 0.161 0.121
#> 30 31 32 33 34 35 36 37 38 39
#> 0.087 0.061 0.042 0.051 0.088 0.129 0.153 0.111 0.039 -0.024
#> 40 41 42 43 44 45 46 47 48 49
#> -0.072 -0.105 -0.135 -0.159 -0.179 -0.174 -0.144 -0.112 -0.093 -0.125
#> 50 51 52 53 54 55 56 57 58 59
#> -0.179 -0.223 -0.253 -0.274 -0.295 -0.311 -0.326 -0.318 -0.291 -0.264
#> 60 61 62 63 64 65 66 67 68 69
#> -0.243 -0.261 -0.293 -0.315 -0.327 -0.333 -0.343 -0.351 -0.359 -0.349
#> 70 71 72 73 74 75 76 77 78 79
#> -0.322 -0.298 -0.276 -0.281 -0.297 -0.302 -0.297 -0.288 -0.288 -0.291
#> 80 81 82 83 84 85 86 87 88 89
#> -0.300 -0.295 -0.277 -0.261 -0.246 -0.247 -0.255 -0.253 -0.239 -0.217
#> 90 91 92 93 94 95 96 97 98 99
#> -0.208 -0.203 -0.205 -0.200 -0.186 -0.173 -0.154 -0.141 -0.129 -0.111
#> 100 101 102 103
#> -0.081 -0.047 -0.025 -0.010
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.891 0.753 0.648 0.575 0.539 0.510 0.508 0.508 0.549
#> 10 11 12 13 14 15 16 17 18 19
#> 0.617 0.684 0.713 0.620 0.502 0.411 0.350 0.317 0.294 0.290
#> 20 21 22 23 24 25 26 27 28 29
#> 0.291 0.320 0.375 0.427 0.443 0.366 0.263 0.186 0.136 0.102
#> 30 31 32 33 34 35 36 37 38 39
#> 0.072 0.063 0.061 0.081 0.126 0.165 0.174 0.111 0.021 -0.043
#> 40 41 42 43 44 45 46 47 48 49
#> -0.087 -0.119 -0.145 -0.151 -0.154 -0.140 -0.104 -0.077 -0.071 -0.120
#> 50 51 52 53 54 55 56 57 58 59
#> -0.191 -0.236 -0.266 -0.291 -0.308 -0.304 -0.301 -0.282 -0.250 -0.229
#> 60 61 62 63 64 65 66 67 68 69
#> -0.220 -0.254 -0.301 -0.326 -0.343 -0.355 -0.362 -0.346 -0.333 -0.312
#> 70 71 72 73 74 75 76 77 78 79
#> -0.282 -0.265 -0.256 -0.279 -0.308 -0.319 -0.325 -0.332 -0.331 -0.312
#> 80 81 82 83 84 85 86 87 88 89
#> -0.292 -0.272 -0.248 -0.235 -0.227 -0.239 -0.257 -0.262 -0.259 -0.254
#> 90 91 92 93 94 95 96 97 98 99
#> -0.244 -0.219 -0.190 -0.171 -0.150 -0.142 -0.136 -0.136 -0.139 -0.126
#> 100 101 102 103
#> -0.114 -0.099 -0.080 -0.042
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.934 0.849 0.771 0.706 0.678 0.653 0.621 0.592 0.589
#> 10 11 12 13 14 15 16 17 18 19
#> 0.602 0.641 0.662 0.603 0.529 0.461 0.402 0.376 0.352 0.321
#> 20 21 22 23 24 25 26 27 28 29
#> 0.297 0.292 0.303 0.334 0.349 0.299 0.237 0.183 0.134 0.111
#> 30 31 32 33 34 35 36 37 38 39
#> 0.087 0.060 0.040 0.034 0.045 0.072 0.087 0.053 0.008 -0.032
#> 40 41 42 43 44 45 46 47 48 49
#> -0.067 -0.085 -0.103 -0.124 -0.137 -0.133 -0.117 -0.093 -0.075 -0.099
#> 50 51 52 53 54 55 56 57 58 59
#> -0.129 -0.155 -0.181 -0.196 -0.217 -0.242 -0.263 -0.266 -0.257 -0.242
#> 60 61 62 63 64 65 66 67 68 69
#> -0.230 -0.251 -0.279 -0.301 -0.323 -0.332 -0.343 -0.360 -0.375 -0.374
#> 70 71 72 73 74 75 76 77 78 79
#> -0.364 -0.344 -0.322 -0.325 -0.337 -0.345 -0.357 -0.357 -0.359 -0.367
#> 80 81 82 83 84 85 86 87 88 89
#> -0.368 -0.361 -0.344 -0.320 -0.293 -0.283 -0.280 -0.277 -0.277 -0.267
#> 90 91 92 93 94 95 96 97 98 99
#> -0.257 -0.255 -0.244 -0.230 -0.210 -0.178 -0.143 -0.113 -0.090 -0.073
#> 100 101 102 103
#> -0.062 -0.044 -0.027 -0.015
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.934 0.849 0.771 0.706 0.678 0.653 0.621 0.592 0.589
#> 10 11 12 13 14 15 16 17 18 19
#> 0.602 0.641 0.662 0.603 0.529 0.461 0.402 0.376 0.352 0.321
#> 20 21 22 23 24 25 26 27 28 29
#> 0.297 0.292 0.303 0.334 0.349 0.299 0.237 0.183 0.134 0.111
#> 30 31 32 33 34 35 36 37 38 39
#> 0.087 0.060 0.040 0.034 0.045 0.072 0.087 0.053 0.008 -0.032
#> 40 41 42 43 44 45 46 47 48 49
#> -0.067 -0.085 -0.103 -0.124 -0.137 -0.133 -0.117 -0.093 -0.075 -0.099
#> 50 51 52 53 54 55 56 57 58 59
#> -0.129 -0.155 -0.181 -0.196 -0.217 -0.242 -0.263 -0.266 -0.257 -0.242
#> 60 61 62 63 64 65 66 67 68 69
#> -0.230 -0.251 -0.279 -0.301 -0.323 -0.332 -0.343 -0.360 -0.375 -0.374
#> 70 71 72 73 74 75 76 77 78 79
#> -0.364 -0.344 -0.322 -0.325 -0.337 -0.345 -0.357 -0.357 -0.359 -0.367
#> 80 81 82 83 84 85 86 87 88 89
#> -0.368 -0.361 -0.344 -0.320 -0.293 -0.283 -0.280 -0.277 -0.277 -0.267
#> 90 91 92 93 94 95 96 97 98 99
#> -0.257 -0.255 -0.244 -0.230 -0.210 -0.178 -0.143 -0.113 -0.090 -0.073
#> 100 101 102 103
#> -0.062 -0.044 -0.027 -0.015
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.923 0.804 0.703 0.628 0.598 0.579 0.561 0.558 0.579
#> 10 11 12 13 14 15 16 17 18 19
#> 0.619 0.679 0.703 0.635 0.536 0.449 0.382 0.347 0.320 0.296
#> 20 21 22 23 24 25 26 27 28 29
#> 0.287 0.298 0.329 0.378 0.396 0.340 0.258 0.184 0.127 0.099
#> 30 31 32 33 34 35 36 37 38 39
#> 0.075 0.056 0.047 0.054 0.078 0.117 0.130 0.083 0.019 -0.034
#> 40 41 42 43 44 45 46 47 48 49
#> -0.074 -0.096 -0.115 -0.128 -0.134 -0.126 -0.106 -0.077 -0.067 -0.107
#> 50 51 52 53 54 55 56 57 58 59
#> -0.157 -0.198 -0.227 -0.244 -0.255 -0.264 -0.268 -0.261 -0.245 -0.222
#> 60 61 62 63 64 65 66 67 68 69
#> -0.213 -0.243 -0.279 -0.304 -0.323 -0.332 -0.335 -0.341 -0.342 -0.337
#> 70 71 72 73 74 75 76 77 78 79
#> -0.327 -0.307 -0.297 -0.316 -0.338 -0.353 -0.360 -0.351 -0.339 -0.332
#> 80 81 82 83 84 85 86 87 88 89
#> -0.326 -0.318 -0.307 -0.288 -0.276 -0.284 -0.289 -0.289 -0.284 -0.266
#> 90 91 92 93 94 95 96 97 98 99
#> -0.244 -0.223 -0.206 -0.192 -0.179 -0.158 -0.144 -0.144 -0.139 -0.133
#> 100 101 102 103
#> -0.119 -0.092 -0.059 -0.023
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.917 0.799 0.700 0.629 0.587 0.538 0.503 0.486 0.516
#> 10 11 12 13 14 15 16 17 18 19
#> 0.576 0.646 0.688 0.624 0.527 0.449 0.388 0.353 0.311 0.278
#> 20 21 22 23 24 25 26 27 28 29
#> 0.261 0.285 0.337 0.400 0.436 0.384 0.303 0.239 0.186 0.145
#> 30 31 32 33 34 35 36 37 38 39
#> 0.098 0.057 0.031 0.039 0.074 0.116 0.140 0.097 0.033 -0.015
#> 40 41 42 43 44 45 46 47 48 49
#> -0.058 -0.092 -0.133 -0.170 -0.192 -0.187 -0.158 -0.125 -0.105 -0.137
#> 50 51 52 53 54 55 56 57 58 59
#> -0.179 -0.209 -0.238 -0.262 -0.297 -0.324 -0.339 -0.332 -0.304 -0.276
#> 60 61 62 63 64 65 66 67 68 69
#> -0.255 -0.270 -0.290 -0.300 -0.311 -0.326 -0.351 -0.368 -0.375 -0.366
#> 70 71 72 73 74 75 76 77 78 79
#> -0.338 -0.311 -0.288 -0.286 -0.285 -0.276 -0.272 -0.275 -0.293 -0.302
#> 80 81 82 83 84 85 86 87 88 89
#> -0.307 -0.304 -0.288 -0.273 -0.258 -0.250 -0.241 -0.223 -0.214 -0.210
#> 90 91 92 93 94 95 96 97 98 99
#> -0.217 -0.222 -0.221 -0.215 -0.194 -0.176 -0.157 -0.137 -0.107 -0.071
#> 100 101 102 103
#> -0.047 -0.033 -0.027 -0.016
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.934 0.849 0.771 0.706 0.678 0.653 0.621 0.592 0.589
#> 10 11 12 13 14 15 16 17 18 19
#> 0.602 0.641 0.662 0.603 0.529 0.461 0.402 0.376 0.352 0.321
#> 20 21 22 23 24 25 26 27 28 29
#> 0.297 0.292 0.303 0.334 0.349 0.299 0.237 0.183 0.134 0.111
#> 30 31 32 33 34 35 36 37 38 39
#> 0.087 0.060 0.040 0.034 0.045 0.072 0.087 0.053 0.008 -0.032
#> 40 41 42 43 44 45 46 47 48 49
#> -0.067 -0.085 -0.103 -0.124 -0.137 -0.133 -0.117 -0.093 -0.075 -0.099
#> 50 51 52 53 54 55 56 57 58 59
#> -0.129 -0.155 -0.181 -0.196 -0.217 -0.242 -0.263 -0.266 -0.257 -0.242
#> 60 61 62 63 64 65 66 67 68 69
#> -0.230 -0.251 -0.279 -0.301 -0.323 -0.332 -0.343 -0.360 -0.375 -0.374
#> 70 71 72 73 74 75 76 77 78 79
#> -0.364 -0.344 -0.322 -0.325 -0.337 -0.345 -0.357 -0.357 -0.359 -0.367
#> 80 81 82 83 84 85 86 87 88 89
#> -0.368 -0.361 -0.344 -0.320 -0.293 -0.283 -0.280 -0.277 -0.277 -0.267
#> 90 91 92 93 94 95 96 97 98 99
#> -0.257 -0.255 -0.244 -0.230 -0.210 -0.178 -0.143 -0.113 -0.090 -0.073
#> 100 101 102 103
#> -0.062 -0.044 -0.027 -0.015
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.927 0.820 0.727 0.655 0.622 0.599 0.574 0.567 0.580
#> 10 11 12 13 14 15 16 17 18 19
#> 0.608 0.655 0.671 0.608 0.518 0.438 0.373 0.342 0.318 0.294
#> 20 21 22 23 24 25 26 27 28 29
#> 0.284 0.291 0.309 0.347 0.356 0.302 0.231 0.165 0.118 0.092
#> 30 31 32 33 34 35 36 37 38 39
#> 0.071 0.053 0.046 0.053 0.072 0.103 0.113 0.074 0.018 -0.031
#> 40 41 42 43 44 45 46 47 48 49
#> -0.067 -0.085 -0.100 -0.111 -0.112 -0.102 -0.085 -0.058 -0.050 -0.082
#> 50 51 52 53 54 55 56 57 58 59
#> -0.124 -0.154 -0.178 -0.194 -0.209 -0.224 -0.232 -0.228 -0.220 -0.204
#> 60 61 62 63 64 65 66 67 68 69
#> -0.201 -0.232 -0.270 -0.297 -0.316 -0.321 -0.323 -0.331 -0.336 -0.332
#> 70 71 72 73 74 75 76 77 78 79
#> -0.324 -0.309 -0.303 -0.322 -0.343 -0.356 -0.364 -0.363 -0.353 -0.352
#> 80 81 82 83 84 85 86 87 88 89
#> -0.345 -0.335 -0.326 -0.305 -0.294 -0.301 -0.306 -0.307 -0.301 -0.283
#> 90 91 92 93 94 95 96 97 98 99
#> -0.261 -0.242 -0.224 -0.208 -0.196 -0.176 -0.161 -0.155 -0.145 -0.133
#> 100 101 102 103
#> -0.118 -0.090 -0.059 -0.026
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.941 0.849 0.763 0.688 0.642 0.610 0.581 0.562 0.571
#> 10 11 12 13 14 15 16 17 18 19
#> 0.600 0.642 0.664 0.613 0.533 0.461 0.397 0.357 0.325 0.296
#> 20 21 22 23 24 25 26 27 28 29
#> 0.274 0.278 0.300 0.332 0.347 0.306 0.242 0.185 0.135 0.100
#> 30 31 32 33 34 35 36 37 38 39
#> 0.073 0.049 0.031 0.036 0.057 0.084 0.099 0.067 0.017 -0.021
#> 40 41 42 43 44 45 46 47 48 49
#> -0.055 -0.079 -0.100 -0.119 -0.132 -0.125 -0.102 -0.080 -0.063 -0.083
#> 50 51 52 53 54 55 56 57 58 59
#> -0.118 -0.145 -0.167 -0.184 -0.203 -0.225 -0.248 -0.250 -0.239 -0.229
#> 60 61 62 63 64 65 66 67 68 69
#> -0.222 -0.242 -0.274 -0.294 -0.307 -0.314 -0.325 -0.341 -0.355 -0.355
#> 70 71 72 73 74 75 76 77 78 79
#> -0.343 -0.331 -0.321 -0.330 -0.347 -0.352 -0.349 -0.345 -0.345 -0.353
#> 80 81 82 83 84 85 86 87 88 89
#> -0.359 -0.354 -0.339 -0.323 -0.307 -0.303 -0.304 -0.295 -0.278 -0.260
#> 90 91 92 93 94 95 96 97 98 99
#> -0.247 -0.239 -0.235 -0.223 -0.206 -0.189 -0.167 -0.150 -0.136 -0.113
#> 100 101 102 103
#> -0.083 -0.051 -0.027 -0.010
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.912 0.819 0.742 0.675 0.651 0.630 0.604 0.606 0.634
#> 10 11 12 13 14 15 16 17 18 19
#> 0.663 0.686 0.679 0.597 0.515 0.447 0.381 0.359 0.335 0.311
#> 20 21 22 23 24 25 26 27 28 29
#> 0.312 0.334 0.358 0.377 0.366 0.297 0.229 0.173 0.120 0.097
#> 30 31 32 33 34 35 36 37 38 39
#> 0.072 0.047 0.052 0.071 0.094 0.109 0.099 0.045 -0.006 -0.048
#> 40 41 42 43 44 45 46 47 48 49
#> -0.089 -0.103 -0.120 -0.134 -0.130 -0.108 -0.081 -0.067 -0.073 -0.117
#> 50 51 52 53 54 55 56 57 58 59
#> -0.158 -0.187 -0.222 -0.232 -0.248 -0.264 -0.263 -0.243 -0.223 -0.217
#> 60 61 62 63 64 65 66 67 68 69
#> -0.223 -0.258 -0.292 -0.318 -0.346 -0.353 -0.361 -0.374 -0.368 -0.344
#> 70 71 72 73 74 75 76 77 78 79
#> -0.320 -0.311 -0.312 -0.338 -0.354 -0.360 -0.372 -0.372 -0.372 -0.374
#> 80 81 82 83 84 85 86 87 88 89
#> -0.356 -0.325 -0.297 -0.281 -0.278 -0.288 -0.294 -0.291 -0.296 -0.284
#> 90 91 92 93 94 95 96 97 98 99
#> -0.273 -0.264 -0.231 -0.191 -0.157 -0.136 -0.127 -0.125 -0.110 -0.095
#> 100 101 102 103
#> -0.089 -0.071 -0.054 -0.036
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.934 0.849 0.771 0.706 0.678 0.653 0.621 0.592 0.589
#> 10 11 12 13 14 15 16 17 18 19
#> 0.602 0.641 0.662 0.603 0.529 0.461 0.402 0.376 0.352 0.321
#> 20 21 22 23 24 25 26 27 28 29
#> 0.297 0.292 0.303 0.334 0.349 0.299 0.237 0.183 0.134 0.111
#> 30 31 32 33 34 35 36 37 38 39
#> 0.087 0.060 0.040 0.034 0.045 0.072 0.087 0.053 0.008 -0.032
#> 40 41 42 43 44 45 46 47 48 49
#> -0.067 -0.085 -0.103 -0.124 -0.137 -0.133 -0.117 -0.093 -0.075 -0.099
#> 50 51 52 53 54 55 56 57 58 59
#> -0.129 -0.155 -0.181 -0.196 -0.217 -0.242 -0.263 -0.266 -0.257 -0.242
#> 60 61 62 63 64 65 66 67 68 69
#> -0.230 -0.251 -0.279 -0.301 -0.323 -0.332 -0.343 -0.360 -0.375 -0.374
#> 70 71 72 73 74 75 76 77 78 79
#> -0.364 -0.344 -0.322 -0.325 -0.337 -0.345 -0.357 -0.357 -0.359 -0.367
#> 80 81 82 83 84 85 86 87 88 89
#> -0.368 -0.361 -0.344 -0.320 -0.293 -0.283 -0.280 -0.277 -0.277 -0.267
#> 90 91 92 93 94 95 96 97 98 99
#> -0.257 -0.255 -0.244 -0.230 -0.210 -0.178 -0.143 -0.113 -0.090 -0.073
#> 100 101 102 103
#> -0.062 -0.044 -0.027 -0.015
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.911 0.777 0.657 0.577 0.538 0.514 0.500 0.502 0.534
#> 10 11 12 13 14 15 16 17 18 19
#> 0.594 0.672 0.709 0.638 0.521 0.418 0.345 0.315 0.296 0.286
#> 20 21 22 23 24 25 26 27 28 29
#> 0.286 0.311 0.357 0.419 0.446 0.382 0.286 0.202 0.139 0.106
#> 30 31 32 33 34 35 36 37 38 39
#> 0.081 0.064 0.059 0.073 0.106 0.154 0.173 0.116 0.036 -0.035
#> 40 41 42 43 44 45 46 47 48 49
#> -0.088 -0.116 -0.135 -0.150 -0.157 -0.149 -0.125 -0.088 -0.073 -0.117
#> 50 51 52 53 54 55 56 57 58 59
#> -0.178 -0.232 -0.270 -0.287 -0.297 -0.302 -0.303 -0.292 -0.271 -0.240
#> 60 61 62 63 64 65 66 67 68 69
#> -0.224 -0.253 -0.291 -0.324 -0.345 -0.350 -0.350 -0.344 -0.335 -0.323
#> 70 71 72 73 74 75 76 77 78 79
#> -0.303 -0.276 -0.261 -0.278 -0.300 -0.316 -0.324 -0.319 -0.311 -0.299
#> 80 81 82 83 84 85 86 87 88 89
#> -0.289 -0.278 -0.265 -0.244 -0.232 -0.241 -0.255 -0.264 -0.266 -0.250
#> 90 91 92 93 94 95 96 97 98 99
#> -0.229 -0.205 -0.192 -0.181 -0.172 -0.158 -0.145 -0.144 -0.137 -0.130
#> 100 101 102 103
#> -0.116 -0.094 -0.061 -0.026
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.930 0.821 0.716 0.638 0.602 0.582 0.564 0.551 0.572
#> 10 11 12 13 14 15 16 17 18 19
#> 0.616 0.673 0.703 0.645 0.551 0.464 0.393 0.354 0.326 0.299
#> 20 21 22 23 24 25 26 27 28 29
#> 0.280 0.291 0.324 0.370 0.393 0.345 0.266 0.193 0.136 0.104
#> 30 31 32 33 34 35 36 37 38 39
#> 0.081 0.057 0.040 0.045 0.072 0.106 0.123 0.087 0.027 -0.026
#> 40 41 42 43 44 45 46 47 48 49
#> -0.070 -0.094 -0.111 -0.130 -0.145 -0.141 -0.119 -0.093 -0.082 -0.112
#> 50 51 52 53 54 55 56 57 58 59
#> -0.160 -0.199 -0.228 -0.242 -0.256 -0.270 -0.284 -0.279 -0.260 -0.238
#> 60 61 62 63 64 65 66 67 68 69
#> -0.227 -0.248 -0.280 -0.306 -0.321 -0.323 -0.328 -0.339 -0.351 -0.352
#> 70 71 72 73 74 75 76 77 78 79
#> -0.336 -0.317 -0.307 -0.317 -0.337 -0.351 -0.351 -0.340 -0.329 -0.328
#> 80 81 82 83 84 85 86 87 88 89
#> -0.332 -0.331 -0.315 -0.297 -0.285 -0.282 -0.286 -0.285 -0.271 -0.247
#> 90 91 92 93 94 95 96 97 98 99
#> -0.225 -0.212 -0.207 -0.200 -0.184 -0.165 -0.152 -0.141 -0.137 -0.129
#> 100 101 102 103
#> -0.106 -0.073 -0.035 -0.014
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.910 0.765 0.635 0.546 0.504 0.477 0.472 0.476 0.514
#> 10 11 12 13 14 15 16 17 18 19
#> 0.579 0.663 0.701 0.621 0.496 0.388 0.317 0.279 0.255 0.243
#> 20 21 22 23 24 25 26 27 28 29
#> 0.247 0.281 0.338 0.410 0.440 0.370 0.260 0.167 0.105 0.074
#> 30 31 32 33 34 35 36 37 38 39
#> 0.058 0.047 0.049 0.072 0.115 0.170 0.193 0.135 0.044 -0.033
#> 40 41 42 43 44 45 46 47 48 49
#> -0.088 -0.117 -0.133 -0.146 -0.146 -0.129 -0.096 -0.051 -0.031 -0.074
#> 50 51 52 53 54 55 56 57 58 59
#> -0.142 -0.199 -0.240 -0.258 -0.268 -0.272 -0.272 -0.258 -0.235 -0.201
#> 60 61 62 63 64 65 66 67 68 69
#> -0.185 -0.220 -0.267 -0.308 -0.333 -0.339 -0.340 -0.332 -0.324 -0.308
#> 70 71 72 73 74 75 76 77 78 79
#> -0.287 -0.258 -0.242 -0.264 -0.294 -0.320 -0.333 -0.333 -0.323 -0.306
#> 80 81 82 83 84 85 86 87 88 89
#> -0.292 -0.278 -0.264 -0.244 -0.232 -0.243 -0.255 -0.263 -0.262 -0.254
#> 90 91 92 93 94 95 96 97 98 99
#> -0.236 -0.215 -0.198 -0.185 -0.174 -0.155 -0.142 -0.141 -0.143 -0.136
#> 100 101 102 103
#> -0.123 -0.096 -0.058 -0.024
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.920 0.804 0.707 0.635 0.608 0.596 0.590 0.581 0.590
#> 10 11 12 13 14 15 16 17 18 19
#> 0.618 0.669 0.703 0.641 0.544 0.466 0.400 0.367 0.348 0.330
#> 20 21 22 23 24 25 26 27 28 29
#> 0.312 0.312 0.332 0.371 0.397 0.342 0.258 0.192 0.136 0.105
#> 30 31 32 33 34 35 36 37 38 39
#> 0.086 0.072 0.059 0.060 0.078 0.109 0.132 0.087 0.019 -0.036
#> 40 41 42 43 44 45 46 47 48 49
#> -0.083 -0.113 -0.134 -0.151 -0.167 -0.168 -0.154 -0.125 -0.105 -0.139
#> 50 51 52 53 54 55 56 57 58 59
#> -0.189 -0.229 -0.263 -0.283 -0.300 -0.310 -0.320 -0.317 -0.299 -0.269
#> 60 61 62 63 64 65 66 67 68 69
#> -0.246 -0.264 -0.297 -0.319 -0.336 -0.346 -0.355 -0.360 -0.366 -0.363
#> 70 71 72 73 74 75 76 77 78 79
#> -0.341 -0.310 -0.285 -0.294 -0.317 -0.333 -0.342 -0.344 -0.345 -0.342
#> 80 81 82 83 84 85 86 87 88 89
#> -0.342 -0.336 -0.311 -0.279 -0.245 -0.234 -0.236 -0.238 -0.236 -0.230
#> 90 91 92 93 94 95 96 97 98 99
#> -0.226 -0.217 -0.212 -0.203 -0.178 -0.144 -0.108 -0.092 -0.085 -0.079
#> 100 101 102 103
#> -0.071 -0.057 -0.040 -0.018
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.926 0.822 0.736 0.671 0.635 0.593 0.558 0.538 0.562
#> 10 11 12 13 14 15 16 17 18 19
#> 0.613 0.671 0.706 0.645 0.557 0.485 0.424 0.382 0.337 0.295
#> 20 21 22 23 24 25 26 27 28 29
#> 0.269 0.282 0.318 0.361 0.384 0.336 0.263 0.209 0.159 0.123
#> 30 31 32 33 34 35 36 37 38 39
#> 0.083 0.046 0.022 0.028 0.060 0.098 0.118 0.079 0.023 -0.016
#> 40 41 42 43 44 45 46 47 48 49
#> -0.054 -0.085 -0.123 -0.158 -0.180 -0.178 -0.153 -0.126 -0.110 -0.139
#> 50 51 52 53 54 55 56 57 58 59
#> -0.175 -0.199 -0.224 -0.248 -0.281 -0.307 -0.324 -0.318 -0.294 -0.271
#> 60 61 62 63 64 65 66 67 68 69
#> -0.254 -0.269 -0.284 -0.291 -0.302 -0.316 -0.344 -0.363 -0.375 -0.372
#> 70 71 72 73 74 75 76 77 78 79
#> -0.352 -0.333 -0.317 -0.319 -0.323 -0.318 -0.317 -0.320 -0.335 -0.346
#> 80 81 82 83 84 85 86 87 88 89
#> -0.352 -0.347 -0.322 -0.301 -0.283 -0.269 -0.254 -0.230 -0.215 -0.209
#> 90 91 92 93 94 95 96 97 98 99
#> -0.214 -0.214 -0.210 -0.203 -0.182 -0.166 -0.148 -0.126 -0.098 -0.062
#> 100 101 102 103
#> -0.040 -0.026 -0.022 -0.014
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.878 0.741 0.634 0.555 0.518 0.498 0.487 0.493 0.555
#> 10 11 12 13 14 15 16 17 18 19
#> 0.626 0.692 0.692 0.591 0.474 0.381 0.322 0.281 0.267 0.256
#> 20 21 22 23 24 25 26 27 28 29
#> 0.268 0.326 0.387 0.444 0.437 0.350 0.245 0.170 0.121 0.082
#> 30 31 32 33 34 35 36 37 38 39
#> 0.065 0.051 0.056 0.101 0.149 0.185 0.176 0.102 0.013 -0.048
#> 40 41 42 43 44 45 46 47 48 49
#> -0.094 -0.132 -0.150 -0.162 -0.154 -0.114 -0.071 -0.042 -0.050 -0.108
#> 50 51 52 53 54 55 56 57 58 59
#> -0.176 -0.221 -0.253 -0.281 -0.296 -0.300 -0.291 -0.249 -0.214 -0.194
#> 60 61 62 63 64 65 66 67 68 69
#> -0.201 -0.248 -0.294 -0.323 -0.341 -0.359 -0.366 -0.361 -0.341 -0.297
#> 70 71 72 73 74 75 76 77 78 79
#> -0.262 -0.242 -0.245 -0.274 -0.300 -0.317 -0.323 -0.336 -0.334 -0.321
#> 80 81 82 83 84 85 86 87 88 89
#> -0.297 -0.253 -0.229 -0.217 -0.225 -0.241 -0.253 -0.263 -0.262 -0.266
#> 90 91 92 93 94 95 96 97 98 99
#> -0.256 -0.239 -0.209 -0.166 -0.140 -0.128 -0.134 -0.133 -0.131 -0.122
#> 100 101 102 103
#> -0.108 -0.094 -0.075 -0.044
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.890 0.740 0.624 0.544 0.499 0.477 0.475 0.479 0.523
#> 10 11 12 13 14 15 16 17 18 19
#> 0.598 0.673 0.701 0.603 0.473 0.378 0.315 0.278 0.250 0.247
#> 20 21 22 23 24 25 26 27 28 29
#> 0.253 0.296 0.363 0.424 0.446 0.361 0.246 0.162 0.110 0.078
#> 30 31 32 33 34 35 36 37 38 39
#> 0.054 0.052 0.054 0.083 0.136 0.181 0.192 0.125 0.028 -0.043
#> 40 41 42 43 44 45 46 47 48 49
#> -0.088 -0.122 -0.147 -0.147 -0.145 -0.121 -0.077 -0.042 -0.031 -0.082
#> 50 51 52 53 54 55 56 57 58 59
#> -0.158 -0.209 -0.241 -0.266 -0.283 -0.280 -0.273 -0.252 -0.216 -0.192
#> 60 61 62 63 64 65 66 67 68 69
#> -0.184 -0.223 -0.281 -0.313 -0.332 -0.348 -0.354 -0.341 -0.325 -0.299
#> 70 71 72 73 74 75 76 77 78 79
#> -0.267 -0.246 -0.236 -0.261 -0.299 -0.317 -0.326 -0.335 -0.335 -0.311
#> 80 81 82 83 84 85 86 87 88 89
#> -0.286 -0.265 -0.240 -0.229 -0.224 -0.238 -0.258 -0.261 -0.260 -0.261
#> 90 91 92 93 94 95 96 97 98 99
#> -0.254 -0.227 -0.198 -0.176 -0.155 -0.145 -0.136 -0.137 -0.141 -0.138
#> 100 101 102 103
#> -0.120 -0.101 -0.078 -0.039
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.938 0.841 0.748 0.671 0.630 0.606 0.580 0.562 0.575
#> 10 11 12 13 14 15 16 17 18 19
#> 0.603 0.644 0.667 0.615 0.531 0.452 0.384 0.348 0.324 0.298
#> 20 21 22 23 24 25 26 27 28 29
#> 0.278 0.283 0.304 0.336 0.351 0.308 0.240 0.178 0.125 0.095
#> 30 31 32 33 34 35 36 37 38 39
#> 0.074 0.053 0.038 0.043 0.063 0.090 0.106 0.073 0.021 -0.026
#> 40 41 42 43 44 45 46 47 48 49
#> -0.062 -0.084 -0.097 -0.112 -0.124 -0.115 -0.094 -0.071 -0.058 -0.080
#> 50 51 52 53 54 55 56 57 58 59
#> -0.117 -0.149 -0.174 -0.189 -0.202 -0.221 -0.239 -0.241 -0.230 -0.218
#> 60 61 62 63 64 65 66 67 68 69
#> -0.214 -0.235 -0.269 -0.297 -0.313 -0.318 -0.321 -0.332 -0.344 -0.346
#> 70 71 72 73 74 75 76 77 78 79
#> -0.336 -0.322 -0.314 -0.325 -0.343 -0.356 -0.360 -0.352 -0.347 -0.348
#> 80 81 82 83 84 85 86 87 88 89
#> -0.352 -0.349 -0.334 -0.317 -0.304 -0.300 -0.305 -0.305 -0.294 -0.273
#> 90 91 92 93 94 95 96 97 98 99
#> -0.250 -0.238 -0.229 -0.221 -0.203 -0.184 -0.169 -0.153 -0.141 -0.129
#> 100 101 102 103
#> -0.105 -0.073 -0.039 -0.016
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.925 0.823 0.732 0.664 0.621 0.585 0.552 0.540 0.564
#> 10 11 12 13 14 15 16 17 18 19
#> 0.608 0.674 0.704 0.644 0.556 0.480 0.416 0.371 0.329 0.290
#> 20 21 22 23 24 25 26 27 28 29
#> 0.270 0.283 0.315 0.366 0.387 0.334 0.265 0.205 0.156 0.118
#> 30 31 32 33 34 35 36 37 38 39
#> 0.080 0.044 0.026 0.033 0.058 0.099 0.120 0.079 0.025 -0.019
#> 40 41 42 43 44 45 46 47 48 49
#> -0.054 -0.085 -0.119 -0.152 -0.169 -0.163 -0.146 -0.114 -0.100 -0.133
#> 50 51 52 53 54 55 56 57 58 59
#> -0.172 -0.197 -0.219 -0.241 -0.270 -0.297 -0.311 -0.303 -0.286 -0.258
#> 60 61 62 63 64 65 66 67 68 69
#> -0.244 -0.265 -0.287 -0.294 -0.302 -0.314 -0.333 -0.357 -0.368 -0.364
#> 70 71 72 73 74 75 76 77 78 79
#> -0.352 -0.328 -0.313 -0.324 -0.332 -0.329 -0.321 -0.320 -0.327 -0.343
#> 80 81 82 83 84 85 86 87 88 89
#> -0.346 -0.338 -0.324 -0.300 -0.283 -0.281 -0.270 -0.249 -0.227 -0.212
#> 90 91 92 93 94 95 96 97 98 99
#> -0.210 -0.213 -0.209 -0.198 -0.186 -0.164 -0.149 -0.139 -0.118 -0.087
#> 100 101 102 103
#> -0.051 -0.031 -0.018 -0.013
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.894 0.766 0.654 0.580 0.552 0.522 0.508 0.526 0.576
#> 10 11 12 13 14 15 16 17 18 19
#> 0.639 0.683 0.688 0.601 0.492 0.400 0.326 0.304 0.285 0.278
#> 20 21 22 23 24 25 26 27 28 29
#> 0.295 0.340 0.398 0.431 0.432 0.354 0.265 0.192 0.127 0.102
#> 30 31 32 33 34 35 36 37 38 39
#> 0.075 0.057 0.065 0.101 0.141 0.164 0.159 0.089 0.013 -0.048
#> 40 41 42 43 44 45 46 47 48 49
#> -0.105 -0.129 -0.152 -0.170 -0.159 -0.125 -0.088 -0.067 -0.072 -0.129
#> 50 51 52 53 54 55 56 57 58 59
#> -0.185 -0.229 -0.272 -0.288 -0.307 -0.320 -0.303 -0.270 -0.236 -0.217
#> 60 61 62 63 64 65 66 67 68 69
#> -0.223 -0.264 -0.300 -0.329 -0.357 -0.363 -0.375 -0.377 -0.355 -0.318
#> 70 71 72 73 74 75 76 77 78 79
#> -0.278 -0.258 -0.257 -0.281 -0.300 -0.312 -0.328 -0.325 -0.329 -0.327
#> 80 81 82 83 84 85 86 87 88 89
#> -0.304 -0.270 -0.235 -0.225 -0.224 -0.238 -0.251 -0.259 -0.270 -0.259
#> 90 91 92 93 94 95 96 97 98 99
#> -0.253 -0.243 -0.218 -0.180 -0.142 -0.130 -0.125 -0.128 -0.116 -0.101
#> 100 101 102 103
#> -0.095 -0.082 -0.061 -0.038
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.923 0.804 0.703 0.628 0.598 0.579 0.561 0.558 0.579
#> 10 11 12 13 14 15 16 17 18 19
#> 0.619 0.679 0.703 0.635 0.536 0.449 0.382 0.347 0.320 0.296
#> 20 21 22 23 24 25 26 27 28 29
#> 0.287 0.298 0.329 0.378 0.396 0.340 0.258 0.184 0.127 0.099
#> 30 31 32 33 34 35 36 37 38 39
#> 0.075 0.056 0.047 0.054 0.078 0.117 0.130 0.083 0.019 -0.034
#> 40 41 42 43 44 45 46 47 48 49
#> -0.074 -0.096 -0.115 -0.128 -0.134 -0.126 -0.106 -0.077 -0.067 -0.107
#> 50 51 52 53 54 55 56 57 58 59
#> -0.157 -0.198 -0.227 -0.244 -0.255 -0.264 -0.268 -0.261 -0.245 -0.222
#> 60 61 62 63 64 65 66 67 68 69
#> -0.213 -0.243 -0.279 -0.304 -0.323 -0.332 -0.335 -0.341 -0.342 -0.337
#> 70 71 72 73 74 75 76 77 78 79
#> -0.327 -0.307 -0.297 -0.316 -0.338 -0.353 -0.360 -0.351 -0.339 -0.332
#> 80 81 82 83 84 85 86 87 88 89
#> -0.326 -0.318 -0.307 -0.288 -0.276 -0.284 -0.289 -0.289 -0.284 -0.266
#> 90 91 92 93 94 95 96 97 98 99
#> -0.244 -0.223 -0.206 -0.192 -0.179 -0.158 -0.144 -0.144 -0.139 -0.133
#> 100 101 102 103
#> -0.119 -0.092 -0.059 -0.023
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.941 0.849 0.763 0.688 0.642 0.610 0.581 0.562 0.571
#> 10 11 12 13 14 15 16 17 18 19
#> 0.600 0.642 0.664 0.613 0.533 0.461 0.397 0.357 0.325 0.296
#> 20 21 22 23 24 25 26 27 28 29
#> 0.274 0.278 0.300 0.332 0.347 0.306 0.242 0.185 0.135 0.100
#> 30 31 32 33 34 35 36 37 38 39
#> 0.073 0.049 0.031 0.036 0.057 0.084 0.099 0.067 0.017 -0.021
#> 40 41 42 43 44 45 46 47 48 49
#> -0.055 -0.079 -0.100 -0.119 -0.132 -0.125 -0.102 -0.080 -0.063 -0.083
#> 50 51 52 53 54 55 56 57 58 59
#> -0.118 -0.145 -0.167 -0.184 -0.203 -0.225 -0.248 -0.250 -0.239 -0.229
#> 60 61 62 63 64 65 66 67 68 69
#> -0.222 -0.242 -0.274 -0.294 -0.307 -0.314 -0.325 -0.341 -0.355 -0.355
#> 70 71 72 73 74 75 76 77 78 79
#> -0.343 -0.331 -0.321 -0.330 -0.347 -0.352 -0.349 -0.345 -0.345 -0.353
#> 80 81 82 83 84 85 86 87 88 89
#> -0.359 -0.354 -0.339 -0.323 -0.307 -0.303 -0.304 -0.295 -0.278 -0.260
#> 90 91 92 93 94 95 96 97 98 99
#> -0.247 -0.239 -0.235 -0.223 -0.206 -0.189 -0.167 -0.150 -0.136 -0.113
#> 100 101 102 103
#> -0.083 -0.051 -0.027 -0.010
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.922 0.802 0.696 0.625 0.587 0.550 0.515 0.491 0.518
#> 10 11 12 13 14 15 16 17 18 19
#> 0.574 0.646 0.687 0.625 0.527 0.441 0.382 0.349 0.319 0.286
#> 20 21 22 23 24 25 26 27 28 29
#> 0.262 0.285 0.336 0.400 0.434 0.386 0.305 0.233 0.180 0.141
#> 30 31 32 33 34 35 36 37 38 39
#> 0.102 0.061 0.029 0.036 0.070 0.114 0.137 0.100 0.034 -0.023
#> 40 41 42 43 44 45 46 47 48 49
#> -0.067 -0.100 -0.133 -0.167 -0.195 -0.190 -0.162 -0.128 -0.106 -0.131
#> 50 51 52 53 54 55 56 57 58 59
#> -0.176 -0.215 -0.245 -0.271 -0.298 -0.322 -0.343 -0.335 -0.308 -0.279
#> 60 61 62 63 64 65 66 67 68 69
#> -0.254 -0.263 -0.285 -0.304 -0.320 -0.336 -0.354 -0.368 -0.381 -0.368
#> 70 71 72 73 74 75 76 77 78 79
#> -0.342 -0.313 -0.285 -0.276 -0.275 -0.276 -0.276 -0.283 -0.293 -0.303
#> 80 81 82 83 84 85 86 87 88 89
#> -0.313 -0.305 -0.290 -0.273 -0.253 -0.237 -0.226 -0.224 -0.219 -0.219
#> 90 91 92 93 94 95 96 97 98 99
#> -0.220 -0.222 -0.225 -0.214 -0.195 -0.173 -0.148 -0.118 -0.087 -0.065
#> 100 101 102 103
#> -0.047 -0.036 -0.023 -0.010
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.900 0.785 0.686 0.605 0.585 0.564 0.559 0.572 0.614
#> 10 11 12 13 14 15 16 17 18 19
#> 0.667 0.701 0.703 0.617 0.523 0.446 0.378 0.353 0.328 0.310
#> 20 21 22 23 24 25 26 27 28 29
#> 0.318 0.350 0.389 0.415 0.412 0.335 0.254 0.186 0.121 0.099
#> 30 31 32 33 34 35 36 37 38 39
#> 0.078 0.061 0.067 0.094 0.129 0.151 0.145 0.078 0.011 -0.045
#> 40 41 42 43 44 45 46 47 48 49
#> -0.102 -0.125 -0.149 -0.170 -0.164 -0.138 -0.110 -0.093 -0.103 -0.155
#> 50 51 52 53 54 55 56 57 58 59
#> -0.204 -0.243 -0.283 -0.298 -0.318 -0.329 -0.320 -0.289 -0.257 -0.241
#> 60 61 62 63 64 65 66 67 68 69
#> -0.244 -0.282 -0.312 -0.333 -0.359 -0.360 -0.369 -0.373 -0.357 -0.327
#> 70 71 72 73 74 75 76 77 78 79
#> -0.293 -0.278 -0.276 -0.300 -0.320 -0.336 -0.356 -0.350 -0.350 -0.349
#> 80 81 82 83 84 85 86 87 88 89
#> -0.329 -0.295 -0.258 -0.242 -0.236 -0.249 -0.250 -0.247 -0.253 -0.246
#> 90 91 92 93 94 95 96 97 98 99
#> -0.243 -0.236 -0.209 -0.172 -0.134 -0.119 -0.112 -0.114 -0.109 -0.098
#> 100 101 102 103
#> -0.098 -0.078 -0.060 -0.038
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.917 0.799 0.700 0.629 0.587 0.538 0.503 0.486 0.516
#> 10 11 12 13 14 15 16 17 18 19
#> 0.576 0.646 0.688 0.624 0.527 0.449 0.388 0.353 0.311 0.278
#> 20 21 22 23 24 25 26 27 28 29
#> 0.261 0.285 0.337 0.400 0.436 0.384 0.303 0.239 0.186 0.145
#> 30 31 32 33 34 35 36 37 38 39
#> 0.098 0.057 0.031 0.039 0.074 0.116 0.140 0.097 0.033 -0.015
#> 40 41 42 43 44 45 46 47 48 49
#> -0.058 -0.092 -0.133 -0.170 -0.192 -0.187 -0.158 -0.125 -0.105 -0.137
#> 50 51 52 53 54 55 56 57 58 59
#> -0.179 -0.209 -0.238 -0.262 -0.297 -0.324 -0.339 -0.332 -0.304 -0.276
#> 60 61 62 63 64 65 66 67 68 69
#> -0.255 -0.270 -0.290 -0.300 -0.311 -0.326 -0.351 -0.368 -0.375 -0.366
#> 70 71 72 73 74 75 76 77 78 79
#> -0.338 -0.311 -0.288 -0.286 -0.285 -0.276 -0.272 -0.275 -0.293 -0.302
#> 80 81 82 83 84 85 86 87 88 89
#> -0.307 -0.304 -0.288 -0.273 -0.258 -0.250 -0.241 -0.223 -0.214 -0.210
#> 90 91 92 93 94 95 96 97 98 99
#> -0.217 -0.222 -0.221 -0.215 -0.194 -0.176 -0.157 -0.137 -0.107 -0.071
#> 100 101 102 103
#> -0.047 -0.033 -0.027 -0.016
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.936 0.851 0.775 0.709 0.662 0.621 0.581 0.563 0.572
#> 10 11 12 13 14 15 16 17 18 19
#> 0.595 0.642 0.661 0.604 0.532 0.470 0.413 0.373 0.332 0.292
#> 20 21 22 23 24 25 26 27 28 29
#> 0.273 0.278 0.295 0.332 0.345 0.298 0.241 0.191 0.147 0.113
#> 30 31 32 33 34 35 36 37 38 39
#> 0.076 0.043 0.028 0.033 0.051 0.080 0.092 0.056 0.015 -0.018
#> 40 41 42 43 44 45 46 47 48 49
#> -0.046 -0.073 -0.102 -0.127 -0.138 -0.130 -0.114 -0.084 -0.068 -0.091
#> 50 51 52 53 54 55 56 57 58 59
#> -0.120 -0.140 -0.157 -0.179 -0.205 -0.234 -0.252 -0.254 -0.251 -0.235
#> 60 61 62 63 64 65 66 67 68 69
#> -0.229 -0.251 -0.276 -0.289 -0.298 -0.312 -0.329 -0.353 -0.364 -0.361
#> 70 71 72 73 74 75 76 77 78 79
#> -0.352 -0.337 -0.327 -0.339 -0.347 -0.342 -0.339 -0.340 -0.348 -0.362
#> 80 81 82 83 84 85 86 87 88 89
#> -0.364 -0.356 -0.346 -0.325 -0.310 -0.309 -0.299 -0.281 -0.264 -0.252
#> 90 91 92 93 94 95 96 97 98 99
#> -0.249 -0.250 -0.240 -0.226 -0.213 -0.189 -0.168 -0.152 -0.126 -0.094
#> 100 101 102 103
#> -0.062 -0.039 -0.025 -0.016
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.911 0.788 0.682 0.605 0.569 0.549 0.538 0.530 0.545
#> 10 11 12 13 14 15 16 17 18 19
#> 0.585 0.649 0.689 0.620 0.510 0.420 0.356 0.326 0.311 0.303
#> 20 21 22 23 24 25 26 27 28 29
#> 0.301 0.313 0.346 0.398 0.434 0.381 0.290 0.216 0.158 0.122
#> 30 31 32 33 34 35 36 37 38 39
#> 0.096 0.077 0.060 0.062 0.084 0.122 0.148 0.101 0.022 -0.040
#> 40 41 42 43 44 45 46 47 48 49
#> -0.089 -0.118 -0.139 -0.155 -0.169 -0.167 -0.147 -0.113 -0.089 -0.123
#> 50 51 52 53 54 55 56 57 58 59
#> -0.182 -0.228 -0.264 -0.287 -0.302 -0.311 -0.320 -0.314 -0.295 -0.263
#> 60 61 62 63 64 65 66 67 68 69
#> -0.235 -0.255 -0.292 -0.321 -0.343 -0.355 -0.365 -0.365 -0.366 -0.356
#> 70 71 72 73 74 75 76 77 78 79
#> -0.332 -0.297 -0.265 -0.267 -0.285 -0.296 -0.300 -0.303 -0.307 -0.305
#> 80 81 82 83 84 85 86 87 88 89
#> -0.307 -0.303 -0.284 -0.254 -0.224 -0.223 -0.235 -0.244 -0.245 -0.242
#> 90 91 92 93 94 95 96 97 98 99
#> -0.237 -0.227 -0.220 -0.211 -0.190 -0.159 -0.123 -0.103 -0.092 -0.085
#> 100 101 102 103
#> -0.071 -0.056 -0.039 -0.020
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.920 0.816 0.718 0.646 0.623 0.603 0.585 0.563 0.573
#> 10 11 12 13 14 15 16 17 18 19
#> 0.609 0.668 0.705 0.641 0.555 0.474 0.406 0.377 0.351 0.322
#> 20 21 22 23 24 25 26 27 28 29
#> 0.295 0.295 0.317 0.365 0.391 0.338 0.265 0.198 0.141 0.115
#> 30 31 32 33 34 35 36 37 38 39
#> 0.091 0.064 0.043 0.044 0.065 0.103 0.125 0.084 0.025 -0.027
#> 40 41 42 43 44 45 46 47 48 49
#> -0.076 -0.100 -0.125 -0.154 -0.175 -0.179 -0.162 -0.130 -0.109 -0.138
#> 50 51 52 53 54 55 56 57 58 59
#> -0.180 -0.217 -0.252 -0.270 -0.290 -0.309 -0.324 -0.323 -0.304 -0.276
#> 60 61 62 63 64 65 66 67 68 69
#> -0.250 -0.265 -0.285 -0.305 -0.327 -0.334 -0.347 -0.362 -0.373 -0.369
#> 70 71 72 73 74 75 76 77 78 79
#> -0.351 -0.323 -0.297 -0.301 -0.312 -0.323 -0.336 -0.335 -0.338 -0.345
#> 80 81 82 83 84 85 86 87 88 89
#> -0.349 -0.342 -0.323 -0.292 -0.258 -0.240 -0.233 -0.228 -0.230 -0.221
#> 90 91 92 93 94 95 96 97 98 99
#> -0.216 -0.216 -0.212 -0.204 -0.185 -0.158 -0.122 -0.095 -0.079 -0.066
#> 100 101 102 103
#> -0.060 -0.045 -0.028 -0.017
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.941 0.849 0.763 0.688 0.642 0.610 0.581 0.562 0.571
#> 10 11 12 13 14 15 16 17 18 19
#> 0.600 0.642 0.664 0.613 0.533 0.461 0.397 0.357 0.325 0.296
#> 20 21 22 23 24 25 26 27 28 29
#> 0.274 0.278 0.300 0.332 0.347 0.306 0.242 0.185 0.135 0.100
#> 30 31 32 33 34 35 36 37 38 39
#> 0.073 0.049 0.031 0.036 0.057 0.084 0.099 0.067 0.017 -0.021
#> 40 41 42 43 44 45 46 47 48 49
#> -0.055 -0.079 -0.100 -0.119 -0.132 -0.125 -0.102 -0.080 -0.063 -0.083
#> 50 51 52 53 54 55 56 57 58 59
#> -0.118 -0.145 -0.167 -0.184 -0.203 -0.225 -0.248 -0.250 -0.239 -0.229
#> 60 61 62 63 64 65 66 67 68 69
#> -0.222 -0.242 -0.274 -0.294 -0.307 -0.314 -0.325 -0.341 -0.355 -0.355
#> 70 71 72 73 74 75 76 77 78 79
#> -0.343 -0.331 -0.321 -0.330 -0.347 -0.352 -0.349 -0.345 -0.345 -0.353
#> 80 81 82 83 84 85 86 87 88 89
#> -0.359 -0.354 -0.339 -0.323 -0.307 -0.303 -0.304 -0.295 -0.278 -0.260
#> 90 91 92 93 94 95 96 97 98 99
#> -0.247 -0.239 -0.235 -0.223 -0.206 -0.189 -0.167 -0.150 -0.136 -0.113
#> 100 101 102 103
#> -0.083 -0.051 -0.027 -0.010
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.917 0.799 0.700 0.629 0.587 0.538 0.503 0.486 0.516
#> 10 11 12 13 14 15 16 17 18 19
#> 0.576 0.646 0.688 0.624 0.527 0.449 0.388 0.353 0.311 0.278
#> 20 21 22 23 24 25 26 27 28 29
#> 0.261 0.285 0.337 0.400 0.436 0.384 0.303 0.239 0.186 0.145
#> 30 31 32 33 34 35 36 37 38 39
#> 0.098 0.057 0.031 0.039 0.074 0.116 0.140 0.097 0.033 -0.015
#> 40 41 42 43 44 45 46 47 48 49
#> -0.058 -0.092 -0.133 -0.170 -0.192 -0.187 -0.158 -0.125 -0.105 -0.137
#> 50 51 52 53 54 55 56 57 58 59
#> -0.179 -0.209 -0.238 -0.262 -0.297 -0.324 -0.339 -0.332 -0.304 -0.276
#> 60 61 62 63 64 65 66 67 68 69
#> -0.255 -0.270 -0.290 -0.300 -0.311 -0.326 -0.351 -0.368 -0.375 -0.366
#> 70 71 72 73 74 75 76 77 78 79
#> -0.338 -0.311 -0.288 -0.286 -0.285 -0.276 -0.272 -0.275 -0.293 -0.302
#> 80 81 82 83 84 85 86 87 88 89
#> -0.307 -0.304 -0.288 -0.273 -0.258 -0.250 -0.241 -0.223 -0.214 -0.210
#> 90 91 92 93 94 95 96 97 98 99
#> -0.217 -0.222 -0.221 -0.215 -0.194 -0.176 -0.157 -0.137 -0.107 -0.071
#> 100 101 102 103
#> -0.047 -0.033 -0.027 -0.016
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.887 0.763 0.662 0.594 0.552 0.540 0.529 0.537 0.592
#> 10 11 12 13 14 15 16 17 18 19
#> 0.652 0.712 0.707 0.612 0.502 0.426 0.368 0.328 0.312 0.299
#> 20 21 22 23 24 25 26 27 28 29
#> 0.299 0.345 0.393 0.434 0.428 0.346 0.250 0.182 0.131 0.093
#> 30 31 32 33 34 35 36 37 38 39
#> 0.076 0.060 0.058 0.097 0.138 0.169 0.160 0.089 0.009 -0.049
#> 40 41 42 43 44 45 46 47 48 49
#> -0.093 -0.129 -0.149 -0.164 -0.164 -0.130 -0.098 -0.077 -0.086 -0.146
#> 50 51 52 53 54 55 56 57 58 59
#> -0.204 -0.243 -0.275 -0.301 -0.316 -0.323 -0.312 -0.278 -0.245 -0.227
#> 60 61 62 63 64 65 66 67 68 69
#> -0.234 -0.274 -0.311 -0.335 -0.349 -0.366 -0.368 -0.363 -0.346 -0.309
#> 70 71 72 73 74 75 76 77 78 79
#> -0.279 -0.263 -0.270 -0.293 -0.315 -0.331 -0.338 -0.347 -0.345 -0.332
#> 80 81 82 83 84 85 86 87 88 89
#> -0.311 -0.273 -0.244 -0.229 -0.235 -0.245 -0.257 -0.258 -0.252 -0.253
#> 90 91 92 93 94 95 96 97 98 99
#> -0.250 -0.231 -0.200 -0.157 -0.133 -0.123 -0.126 -0.129 -0.122 -0.118
#> 100 101 102 103
#> -0.101 -0.092 -0.073 -0.043
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.936 0.851 0.775 0.709 0.662 0.621 0.581 0.563 0.572
#> 10 11 12 13 14 15 16 17 18 19
#> 0.595 0.642 0.661 0.604 0.532 0.470 0.413 0.373 0.332 0.292
#> 20 21 22 23 24 25 26 27 28 29
#> 0.273 0.278 0.295 0.332 0.345 0.298 0.241 0.191 0.147 0.113
#> 30 31 32 33 34 35 36 37 38 39
#> 0.076 0.043 0.028 0.033 0.051 0.080 0.092 0.056 0.015 -0.018
#> 40 41 42 43 44 45 46 47 48 49
#> -0.046 -0.073 -0.102 -0.127 -0.138 -0.130 -0.114 -0.084 -0.068 -0.091
#> 50 51 52 53 54 55 56 57 58 59
#> -0.120 -0.140 -0.157 -0.179 -0.205 -0.234 -0.252 -0.254 -0.251 -0.235
#> 60 61 62 63 64 65 66 67 68 69
#> -0.229 -0.251 -0.276 -0.289 -0.298 -0.312 -0.329 -0.353 -0.364 -0.361
#> 70 71 72 73 74 75 76 77 78 79
#> -0.352 -0.337 -0.327 -0.339 -0.347 -0.342 -0.339 -0.340 -0.348 -0.362
#> 80 81 82 83 84 85 86 87 88 89
#> -0.364 -0.356 -0.346 -0.325 -0.310 -0.309 -0.299 -0.281 -0.264 -0.252
#> 90 91 92 93 94 95 96 97 98 99
#> -0.249 -0.250 -0.240 -0.226 -0.213 -0.189 -0.168 -0.152 -0.126 -0.094
#> 100 101 102 103
#> -0.062 -0.039 -0.025 -0.016
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.919 0.801 0.691 0.613 0.583 0.554 0.532 0.509 0.525
#> 10 11 12 13 14 15 16 17 18 19
#> 0.574 0.647 0.690 0.622 0.523 0.432 0.368 0.342 0.319 0.299
#> 20 21 22 23 24 25 26 27 28 29
#> 0.279 0.294 0.335 0.398 0.436 0.384 0.302 0.227 0.166 0.135
#> 30 31 32 33 34 35 36 37 38 39
#> 0.104 0.070 0.042 0.044 0.069 0.115 0.144 0.099 0.031 -0.031
#> 40 41 42 43 44 45 46 47 48 49
#> -0.081 -0.107 -0.133 -0.161 -0.184 -0.184 -0.163 -0.125 -0.097 -0.128
#> 50 51 52 53 54 55 56 57 58 59
#> -0.177 -0.220 -0.260 -0.277 -0.298 -0.318 -0.332 -0.331 -0.309 -0.274
#> 60 61 62 63 64 65 66 67 68 69
#> -0.245 -0.259 -0.285 -0.312 -0.335 -0.344 -0.357 -0.369 -0.374 -0.367
#> 70 71 72 73 74 75 76 77 78 79
#> -0.343 -0.308 -0.274 -0.271 -0.275 -0.283 -0.291 -0.290 -0.296 -0.304
#> 80 81 82 83 84 85 86 87 88 89
#> -0.310 -0.307 -0.292 -0.266 -0.239 -0.227 -0.227 -0.230 -0.234 -0.229
#> 90 91 92 93 94 95 96 97 98 99
#> -0.225 -0.225 -0.223 -0.214 -0.197 -0.169 -0.134 -0.104 -0.085 -0.070
#> 100 101 102 103
#> -0.060 -0.042 -0.025 -0.013
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.926 0.822 0.736 0.671 0.635 0.593 0.558 0.538 0.562
#> 10 11 12 13 14 15 16 17 18 19
#> 0.613 0.671 0.706 0.645 0.557 0.485 0.424 0.382 0.337 0.295
#> 20 21 22 23 24 25 26 27 28 29
#> 0.269 0.282 0.318 0.361 0.384 0.336 0.263 0.209 0.159 0.123
#> 30 31 32 33 34 35 36 37 38 39
#> 0.083 0.046 0.022 0.028 0.060 0.098 0.118 0.079 0.023 -0.016
#> 40 41 42 43 44 45 46 47 48 49
#> -0.054 -0.085 -0.123 -0.158 -0.180 -0.178 -0.153 -0.126 -0.110 -0.139
#> 50 51 52 53 54 55 56 57 58 59
#> -0.175 -0.199 -0.224 -0.248 -0.281 -0.307 -0.324 -0.318 -0.294 -0.271
#> 60 61 62 63 64 65 66 67 68 69
#> -0.254 -0.269 -0.284 -0.291 -0.302 -0.316 -0.344 -0.363 -0.375 -0.372
#> 70 71 72 73 74 75 76 77 78 79
#> -0.352 -0.333 -0.317 -0.319 -0.323 -0.318 -0.317 -0.320 -0.335 -0.346
#> 80 81 82 83 84 85 86 87 88 89
#> -0.352 -0.347 -0.322 -0.301 -0.283 -0.269 -0.254 -0.230 -0.215 -0.209
#> 90 91 92 93 94 95 96 97 98 99
#> -0.214 -0.214 -0.210 -0.203 -0.182 -0.166 -0.148 -0.126 -0.098 -0.062
#> 100 101 102 103
#> -0.040 -0.026 -0.022 -0.014
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.941 0.853 0.777 0.718 0.682 0.647 0.603 0.571 0.577
#> 10 11 12 13 14 15 16 17 18 19
#> 0.602 0.639 0.657 0.606 0.531 0.467 0.415 0.380 0.347 0.307
#> 20 21 22 23 24 25 26 27 28 29
#> 0.277 0.280 0.300 0.331 0.343 0.300 0.238 0.187 0.146 0.115
#> 30 31 32 33 34 35 36 37 38 39
#> 0.084 0.050 0.025 0.028 0.046 0.069 0.083 0.054 0.010 -0.025
#> 40 41 42 43 44 45 46 47 48 49
#> -0.053 -0.078 -0.102 -0.129 -0.148 -0.139 -0.116 -0.092 -0.079 -0.095
#> 50 51 52 53 54 55 56 57 58 59
#> -0.124 -0.146 -0.165 -0.188 -0.213 -0.243 -0.268 -0.267 -0.257 -0.246
#> 60 61 62 63 64 65 66 67 68 69
#> -0.239 -0.252 -0.276 -0.294 -0.309 -0.324 -0.340 -0.362 -0.379 -0.376
#> 70 71 72 73 74 75 76 77 78 79
#> -0.361 -0.345 -0.332 -0.331 -0.337 -0.339 -0.343 -0.351 -0.358 -0.367
#> 80 81 82 83 84 85 86 87 88 89
#> -0.373 -0.361 -0.345 -0.326 -0.306 -0.291 -0.280 -0.270 -0.262 -0.259
#> 90 91 92 93 94 95 96 97 98 99
#> -0.255 -0.252 -0.248 -0.229 -0.207 -0.184 -0.156 -0.124 -0.091 -0.067
#> 100 101 102 103
#> -0.048 -0.036 -0.023 -0.010
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.911 0.788 0.682 0.605 0.569 0.549 0.538 0.530 0.545
#> 10 11 12 13 14 15 16 17 18 19
#> 0.585 0.649 0.689 0.620 0.510 0.420 0.356 0.326 0.311 0.303
#> 20 21 22 23 24 25 26 27 28 29
#> 0.301 0.313 0.346 0.398 0.434 0.381 0.290 0.216 0.158 0.122
#> 30 31 32 33 34 35 36 37 38 39
#> 0.096 0.077 0.060 0.062 0.084 0.122 0.148 0.101 0.022 -0.040
#> 40 41 42 43 44 45 46 47 48 49
#> -0.089 -0.118 -0.139 -0.155 -0.169 -0.167 -0.147 -0.113 -0.089 -0.123
#> 50 51 52 53 54 55 56 57 58 59
#> -0.182 -0.228 -0.264 -0.287 -0.302 -0.311 -0.320 -0.314 -0.295 -0.263
#> 60 61 62 63 64 65 66 67 68 69
#> -0.235 -0.255 -0.292 -0.321 -0.343 -0.355 -0.365 -0.365 -0.366 -0.356
#> 70 71 72 73 74 75 76 77 78 79
#> -0.332 -0.297 -0.265 -0.267 -0.285 -0.296 -0.300 -0.303 -0.307 -0.305
#> 80 81 82 83 84 85 86 87 88 89
#> -0.307 -0.303 -0.284 -0.254 -0.224 -0.223 -0.235 -0.244 -0.245 -0.242
#> 90 91 92 93 94 95 96 97 98 99
#> -0.237 -0.227 -0.220 -0.211 -0.190 -0.159 -0.123 -0.103 -0.092 -0.085
#> 100 101 102 103
#> -0.071 -0.056 -0.039 -0.020
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.927 0.820 0.727 0.655 0.622 0.599 0.574 0.567 0.580
#> 10 11 12 13 14 15 16 17 18 19
#> 0.608 0.655 0.671 0.608 0.518 0.438 0.373 0.342 0.318 0.294
#> 20 21 22 23 24 25 26 27 28 29
#> 0.284 0.291 0.309 0.347 0.356 0.302 0.231 0.165 0.118 0.092
#> 30 31 32 33 34 35 36 37 38 39
#> 0.071 0.053 0.046 0.053 0.072 0.103 0.113 0.074 0.018 -0.031
#> 40 41 42 43 44 45 46 47 48 49
#> -0.067 -0.085 -0.100 -0.111 -0.112 -0.102 -0.085 -0.058 -0.050 -0.082
#> 50 51 52 53 54 55 56 57 58 59
#> -0.124 -0.154 -0.178 -0.194 -0.209 -0.224 -0.232 -0.228 -0.220 -0.204
#> 60 61 62 63 64 65 66 67 68 69
#> -0.201 -0.232 -0.270 -0.297 -0.316 -0.321 -0.323 -0.331 -0.336 -0.332
#> 70 71 72 73 74 75 76 77 78 79
#> -0.324 -0.309 -0.303 -0.322 -0.343 -0.356 -0.364 -0.363 -0.353 -0.352
#> 80 81 82 83 84 85 86 87 88 89
#> -0.345 -0.335 -0.326 -0.305 -0.294 -0.301 -0.306 -0.307 -0.301 -0.283
#> 90 91 92 93 94 95 96 97 98 99
#> -0.261 -0.242 -0.224 -0.208 -0.196 -0.176 -0.161 -0.155 -0.145 -0.133
#> 100 101 102 103
#> -0.118 -0.090 -0.059 -0.026
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.925 0.823 0.732 0.664 0.621 0.585 0.552 0.540 0.564
#> 10 11 12 13 14 15 16 17 18 19
#> 0.608 0.674 0.704 0.644 0.556 0.480 0.416 0.371 0.329 0.290
#> 20 21 22 23 24 25 26 27 28 29
#> 0.270 0.283 0.315 0.366 0.387 0.334 0.265 0.205 0.156 0.118
#> 30 31 32 33 34 35 36 37 38 39
#> 0.080 0.044 0.026 0.033 0.058 0.099 0.120 0.079 0.025 -0.019
#> 40 41 42 43 44 45 46 47 48 49
#> -0.054 -0.085 -0.119 -0.152 -0.169 -0.163 -0.146 -0.114 -0.100 -0.133
#> 50 51 52 53 54 55 56 57 58 59
#> -0.172 -0.197 -0.219 -0.241 -0.270 -0.297 -0.311 -0.303 -0.286 -0.258
#> 60 61 62 63 64 65 66 67 68 69
#> -0.244 -0.265 -0.287 -0.294 -0.302 -0.314 -0.333 -0.357 -0.368 -0.364
#> 70 71 72 73 74 75 76 77 78 79
#> -0.352 -0.328 -0.313 -0.324 -0.332 -0.329 -0.321 -0.320 -0.327 -0.343
#> 80 81 82 83 84 85 86 87 88 89
#> -0.346 -0.338 -0.324 -0.300 -0.283 -0.281 -0.270 -0.249 -0.227 -0.212
#> 90 91 92 93 94 95 96 97 98 99
#> -0.210 -0.213 -0.209 -0.198 -0.186 -0.164 -0.149 -0.139 -0.118 -0.087
#> 100 101 102 103
#> -0.051 -0.031 -0.018 -0.013
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.927 0.820 0.727 0.655 0.622 0.599 0.574 0.567 0.580
#> 10 11 12 13 14 15 16 17 18 19
#> 0.608 0.655 0.671 0.608 0.518 0.438 0.373 0.342 0.318 0.294
#> 20 21 22 23 24 25 26 27 28 29
#> 0.284 0.291 0.309 0.347 0.356 0.302 0.231 0.165 0.118 0.092
#> 30 31 32 33 34 35 36 37 38 39
#> 0.071 0.053 0.046 0.053 0.072 0.103 0.113 0.074 0.018 -0.031
#> 40 41 42 43 44 45 46 47 48 49
#> -0.067 -0.085 -0.100 -0.111 -0.112 -0.102 -0.085 -0.058 -0.050 -0.082
#> 50 51 52 53 54 55 56 57 58 59
#> -0.124 -0.154 -0.178 -0.194 -0.209 -0.224 -0.232 -0.228 -0.220 -0.204
#> 60 61 62 63 64 65 66 67 68 69
#> -0.201 -0.232 -0.270 -0.297 -0.316 -0.321 -0.323 -0.331 -0.336 -0.332
#> 70 71 72 73 74 75 76 77 78 79
#> -0.324 -0.309 -0.303 -0.322 -0.343 -0.356 -0.364 -0.363 -0.353 -0.352
#> 80 81 82 83 84 85 86 87 88 89
#> -0.345 -0.335 -0.326 -0.305 -0.294 -0.301 -0.306 -0.307 -0.301 -0.283
#> 90 91 92 93 94 95 96 97 98 99
#> -0.261 -0.242 -0.224 -0.208 -0.196 -0.176 -0.161 -0.155 -0.145 -0.133
#> 100 101 102 103
#> -0.118 -0.090 -0.059 -0.026
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.903 0.783 0.693 0.632 0.600 0.576 0.566 0.561 0.587
#> 10 11 12 13 14 15 16 17 18 19
#> 0.636 0.684 0.698 0.617 0.513 0.435 0.379 0.344 0.312 0.297
#> 20 21 22 23 24 25 26 27 28 29
#> 0.288 0.305 0.345 0.385 0.393 0.327 0.240 0.176 0.128 0.095
#> 30 31 32 33 34 35 36 37 38 39
#> 0.068 0.053 0.048 0.060 0.095 0.123 0.130 0.076 0.003 -0.042
#> 40 41 42 43 44 45 46 47 48 49
#> -0.073 -0.097 -0.119 -0.128 -0.130 -0.115 -0.085 -0.063 -0.058 -0.102
#> 50 51 52 53 54 55 56 57 58 59
#> -0.161 -0.194 -0.220 -0.240 -0.259 -0.259 -0.259 -0.246 -0.222 -0.209
#> 60 61 62 63 64 65 66 67 68 69
#> -0.206 -0.240 -0.281 -0.303 -0.320 -0.337 -0.349 -0.345 -0.340 -0.328
#> 70 71 72 73 74 75 76 77 78 79
#> -0.308 -0.298 -0.292 -0.315 -0.343 -0.354 -0.356 -0.356 -0.353 -0.343
#> 80 81 82 83 84 85 86 87 88 89
#> -0.327 -0.310 -0.290 -0.279 -0.272 -0.280 -0.294 -0.289 -0.285 -0.277
#> 90 91 92 93 94 95 96 97 98 99
#> -0.265 -0.240 -0.211 -0.187 -0.162 -0.149 -0.140 -0.138 -0.141 -0.129
#> 100 101 102 103
#> -0.114 -0.100 -0.078 -0.042
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.937 0.850 0.779 0.719 0.679 0.635 0.591 0.563 0.574
#> 10 11 12 13 14 15 16 17 18 19
#> 0.600 0.638 0.658 0.603 0.529 0.472 0.420 0.382 0.340 0.298
#> 20 21 22 23 24 25 26 27 28 29
#> 0.272 0.278 0.300 0.329 0.344 0.297 0.237 0.193 0.151 0.118
#> 30 31 32 33 34 35 36 37 38 39
#> 0.081 0.044 0.023 0.030 0.050 0.073 0.086 0.053 0.010 -0.017
#> 40 41 42 43 44 45 46 47 48 49
#> -0.046 -0.071 -0.102 -0.129 -0.145 -0.137 -0.114 -0.091 -0.074 -0.095
#> 50 51 52 53 54 55 56 57 58 59
#> -0.124 -0.139 -0.157 -0.179 -0.210 -0.239 -0.259 -0.263 -0.253 -0.243
#> 60 61 62 63 64 65 66 67 68 69
#> -0.236 -0.255 -0.277 -0.288 -0.300 -0.314 -0.336 -0.359 -0.373 -0.371
#> 70 71 72 73 74 75 76 77 78 79
#> -0.356 -0.342 -0.333 -0.339 -0.342 -0.337 -0.337 -0.342 -0.356 -0.366
#> 80 81 82 83 84 85 86 87 88 89
#> -0.368 -0.362 -0.344 -0.328 -0.313 -0.303 -0.291 -0.271 -0.258 -0.252
#> 90 91 92 93 94 95 96 97 98 99
#> -0.255 -0.253 -0.245 -0.232 -0.209 -0.188 -0.168 -0.141 -0.110 -0.075
#> 100 101 102 103
#> -0.050 -0.034 -0.026 -0.014
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.935 0.841 0.764 0.701 0.668 0.651 0.629 0.608 0.605
#> 10 11 12 13 14 15 16 17 18 19
#> 0.615 0.647 0.667 0.608 0.523 0.455 0.397 0.367 0.348 0.328
#> 20 21 22 23 24 25 26 27 28 29
#> 0.309 0.307 0.314 0.339 0.353 0.303 0.233 0.177 0.129 0.102
#> 30 31 32 33 34 35 36 37 38 39
#> 0.084 0.065 0.048 0.045 0.053 0.075 0.092 0.054 0.001 -0.040
#> 40 41 42 43 44 45 46 47 48 49
#> -0.074 -0.095 -0.110 -0.121 -0.129 -0.126 -0.113 -0.090 -0.073 -0.099
#> 50 51 52 53 54 55 56 57 58 59
#> -0.140 -0.167 -0.191 -0.210 -0.228 -0.244 -0.260 -0.263 -0.254 -0.236
#> 60 61 62 63 64 65 66 67 68 69
#> -0.224 -0.249 -0.286 -0.312 -0.331 -0.342 -0.351 -0.362 -0.371 -0.372
#> 70 71 72 73 74 75 76 77 78 79
#> -0.358 -0.336 -0.317 -0.323 -0.342 -0.356 -0.363 -0.365 -0.366 -0.366
#> 80 81 82 83 84 85 86 87 88 89
#> -0.365 -0.357 -0.337 -0.308 -0.283 -0.277 -0.284 -0.286 -0.283 -0.275
#> 90 91 92 93 94 95 96 97 98 99
#> -0.265 -0.252 -0.240 -0.225 -0.200 -0.166 -0.129 -0.106 -0.093 -0.082
#> 100 101 102 103
#> -0.067 -0.051 -0.035 -0.015
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.890 0.740 0.624 0.544 0.499 0.477 0.475 0.479 0.523
#> 10 11 12 13 14 15 16 17 18 19
#> 0.598 0.673 0.701 0.603 0.473 0.378 0.315 0.278 0.250 0.247
#> 20 21 22 23 24 25 26 27 28 29
#> 0.253 0.296 0.363 0.424 0.446 0.361 0.246 0.162 0.110 0.078
#> 30 31 32 33 34 35 36 37 38 39
#> 0.054 0.052 0.054 0.083 0.136 0.181 0.192 0.125 0.028 -0.043
#> 40 41 42 43 44 45 46 47 48 49
#> -0.088 -0.122 -0.147 -0.147 -0.145 -0.121 -0.077 -0.042 -0.031 -0.082
#> 50 51 52 53 54 55 56 57 58 59
#> -0.158 -0.209 -0.241 -0.266 -0.283 -0.280 -0.273 -0.252 -0.216 -0.192
#> 60 61 62 63 64 65 66 67 68 69
#> -0.184 -0.223 -0.281 -0.313 -0.332 -0.348 -0.354 -0.341 -0.325 -0.299
#> 70 71 72 73 74 75 76 77 78 79
#> -0.267 -0.246 -0.236 -0.261 -0.299 -0.317 -0.326 -0.335 -0.335 -0.311
#> 80 81 82 83 84 85 86 87 88 89
#> -0.286 -0.265 -0.240 -0.229 -0.224 -0.238 -0.258 -0.261 -0.260 -0.261
#> 90 91 92 93 94 95 96 97 98 99
#> -0.254 -0.227 -0.198 -0.176 -0.155 -0.145 -0.136 -0.137 -0.141 -0.138
#> 100 101 102 103
#> -0.120 -0.101 -0.078 -0.039
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.918 0.803 0.699 0.622 0.571 0.525 0.497 0.486 0.518
#> 10 11 12 13 14 15 16 17 18 19
#> 0.574 0.654 0.694 0.628 0.534 0.447 0.386 0.339 0.302 0.273
#> 20 21 22 23 24 25 26 27 28 29
#> 0.265 0.291 0.336 0.404 0.439 0.385 0.306 0.236 0.180 0.134
#> 30 31 32 33 34 35 36 37 38 39
#> 0.091 0.053 0.035 0.046 0.074 0.124 0.146 0.100 0.036 -0.016
#> 40 41 42 43 44 45 46 47 48 49
#> -0.060 -0.096 -0.135 -0.170 -0.187 -0.180 -0.156 -0.118 -0.099 -0.136
#> 50 51 52 53 54 55 56 57 58 59
#> -0.180 -0.213 -0.241 -0.265 -0.297 -0.323 -0.333 -0.325 -0.303 -0.269
#> 60 61 62 63 64 65 66 67 68 69
#> -0.250 -0.271 -0.292 -0.305 -0.314 -0.326 -0.348 -0.364 -0.368 -0.356
#> 70 71 72 73 74 75 76 77 78 79
#> -0.337 -0.303 -0.282 -0.289 -0.292 -0.287 -0.277 -0.278 -0.289 -0.300
#> 80 81 82 83 84 85 86 87 88 89
#> -0.303 -0.297 -0.287 -0.266 -0.253 -0.254 -0.250 -0.237 -0.217 -0.210
#> 90 91 92 93 94 95 96 97 98 99
#> -0.209 -0.216 -0.214 -0.205 -0.194 -0.173 -0.157 -0.143 -0.121 -0.089
#> 100 101 102 103
#> -0.055 -0.035 -0.023 -0.015
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.922 0.802 0.696 0.625 0.587 0.550 0.515 0.491 0.518
#> 10 11 12 13 14 15 16 17 18 19
#> 0.574 0.646 0.687 0.625 0.527 0.441 0.382 0.349 0.319 0.286
#> 20 21 22 23 24 25 26 27 28 29
#> 0.262 0.285 0.336 0.400 0.434 0.386 0.305 0.233 0.180 0.141
#> 30 31 32 33 34 35 36 37 38 39
#> 0.102 0.061 0.029 0.036 0.070 0.114 0.137 0.100 0.034 -0.023
#> 40 41 42 43 44 45 46 47 48 49
#> -0.067 -0.100 -0.133 -0.167 -0.195 -0.190 -0.162 -0.128 -0.106 -0.131
#> 50 51 52 53 54 55 56 57 58 59
#> -0.176 -0.215 -0.245 -0.271 -0.298 -0.322 -0.343 -0.335 -0.308 -0.279
#> 60 61 62 63 64 65 66 67 68 69
#> -0.254 -0.263 -0.285 -0.304 -0.320 -0.336 -0.354 -0.368 -0.381 -0.368
#> 70 71 72 73 74 75 76 77 78 79
#> -0.342 -0.313 -0.285 -0.276 -0.275 -0.276 -0.276 -0.283 -0.293 -0.303
#> 80 81 82 83 84 85 86 87 88 89
#> -0.313 -0.305 -0.290 -0.273 -0.253 -0.237 -0.226 -0.224 -0.219 -0.219
#> 90 91 92 93 94 95 96 97 98 99
#> -0.220 -0.222 -0.225 -0.214 -0.195 -0.173 -0.148 -0.118 -0.087 -0.065
#> 100 101 102 103
#> -0.047 -0.036 -0.023 -0.010
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.941 0.849 0.763 0.688 0.642 0.610 0.581 0.562 0.571
#> 10 11 12 13 14 15 16 17 18 19
#> 0.600 0.642 0.664 0.613 0.533 0.461 0.397 0.357 0.325 0.296
#> 20 21 22 23 24 25 26 27 28 29
#> 0.274 0.278 0.300 0.332 0.347 0.306 0.242 0.185 0.135 0.100
#> 30 31 32 33 34 35 36 37 38 39
#> 0.073 0.049 0.031 0.036 0.057 0.084 0.099 0.067 0.017 -0.021
#> 40 41 42 43 44 45 46 47 48 49
#> -0.055 -0.079 -0.100 -0.119 -0.132 -0.125 -0.102 -0.080 -0.063 -0.083
#> 50 51 52 53 54 55 56 57 58 59
#> -0.118 -0.145 -0.167 -0.184 -0.203 -0.225 -0.248 -0.250 -0.239 -0.229
#> 60 61 62 63 64 65 66 67 68 69
#> -0.222 -0.242 -0.274 -0.294 -0.307 -0.314 -0.325 -0.341 -0.355 -0.355
#> 70 71 72 73 74 75 76 77 78 79
#> -0.343 -0.331 -0.321 -0.330 -0.347 -0.352 -0.349 -0.345 -0.345 -0.353
#> 80 81 82 83 84 85 86 87 88 89
#> -0.359 -0.354 -0.339 -0.323 -0.307 -0.303 -0.304 -0.295 -0.278 -0.260
#> 90 91 92 93 94 95 96 97 98 99
#> -0.247 -0.239 -0.235 -0.223 -0.206 -0.189 -0.167 -0.150 -0.136 -0.113
#> 100 101 102 103
#> -0.083 -0.051 -0.027 -0.010
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.903 0.783 0.693 0.632 0.600 0.576 0.566 0.561 0.587
#> 10 11 12 13 14 15 16 17 18 19
#> 0.636 0.684 0.698 0.617 0.513 0.435 0.379 0.344 0.312 0.297
#> 20 21 22 23 24 25 26 27 28 29
#> 0.288 0.305 0.345 0.385 0.393 0.327 0.240 0.176 0.128 0.095
#> 30 31 32 33 34 35 36 37 38 39
#> 0.068 0.053 0.048 0.060 0.095 0.123 0.130 0.076 0.003 -0.042
#> 40 41 42 43 44 45 46 47 48 49
#> -0.073 -0.097 -0.119 -0.128 -0.130 -0.115 -0.085 -0.063 -0.058 -0.102
#> 50 51 52 53 54 55 56 57 58 59
#> -0.161 -0.194 -0.220 -0.240 -0.259 -0.259 -0.259 -0.246 -0.222 -0.209
#> 60 61 62 63 64 65 66 67 68 69
#> -0.206 -0.240 -0.281 -0.303 -0.320 -0.337 -0.349 -0.345 -0.340 -0.328
#> 70 71 72 73 74 75 76 77 78 79
#> -0.308 -0.298 -0.292 -0.315 -0.343 -0.354 -0.356 -0.356 -0.353 -0.343
#> 80 81 82 83 84 85 86 87 88 89
#> -0.327 -0.310 -0.290 -0.279 -0.272 -0.280 -0.294 -0.289 -0.285 -0.277
#> 90 91 92 93 94 95 96 97 98 99
#> -0.265 -0.240 -0.211 -0.187 -0.162 -0.149 -0.140 -0.138 -0.141 -0.129
#> 100 101 102 103
#> -0.114 -0.100 -0.078 -0.042
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.894 0.766 0.654 0.580 0.552 0.522 0.508 0.526 0.576
#> 10 11 12 13 14 15 16 17 18 19
#> 0.639 0.683 0.688 0.601 0.492 0.400 0.326 0.304 0.285 0.278
#> 20 21 22 23 24 25 26 27 28 29
#> 0.295 0.340 0.398 0.431 0.432 0.354 0.265 0.192 0.127 0.102
#> 30 31 32 33 34 35 36 37 38 39
#> 0.075 0.057 0.065 0.101 0.141 0.164 0.159 0.089 0.013 -0.048
#> 40 41 42 43 44 45 46 47 48 49
#> -0.105 -0.129 -0.152 -0.170 -0.159 -0.125 -0.088 -0.067 -0.072 -0.129
#> 50 51 52 53 54 55 56 57 58 59
#> -0.185 -0.229 -0.272 -0.288 -0.307 -0.320 -0.303 -0.270 -0.236 -0.217
#> 60 61 62 63 64 65 66 67 68 69
#> -0.223 -0.264 -0.300 -0.329 -0.357 -0.363 -0.375 -0.377 -0.355 -0.318
#> 70 71 72 73 74 75 76 77 78 79
#> -0.278 -0.258 -0.257 -0.281 -0.300 -0.312 -0.328 -0.325 -0.329 -0.327
#> 80 81 82 83 84 85 86 87 88 89
#> -0.304 -0.270 -0.235 -0.225 -0.224 -0.238 -0.251 -0.259 -0.270 -0.259
#> 90 91 92 93 94 95 96 97 98 99
#> -0.253 -0.243 -0.218 -0.180 -0.142 -0.130 -0.125 -0.128 -0.116 -0.101
#> 100 101 102 103
#> -0.095 -0.082 -0.061 -0.038
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.920 0.804 0.707 0.635 0.608 0.596 0.590 0.581 0.590
#> 10 11 12 13 14 15 16 17 18 19
#> 0.618 0.669 0.703 0.641 0.544 0.466 0.400 0.367 0.348 0.330
#> 20 21 22 23 24 25 26 27 28 29
#> 0.312 0.312 0.332 0.371 0.397 0.342 0.258 0.192 0.136 0.105
#> 30 31 32 33 34 35 36 37 38 39
#> 0.086 0.072 0.059 0.060 0.078 0.109 0.132 0.087 0.019 -0.036
#> 40 41 42 43 44 45 46 47 48 49
#> -0.083 -0.113 -0.134 -0.151 -0.167 -0.168 -0.154 -0.125 -0.105 -0.139
#> 50 51 52 53 54 55 56 57 58 59
#> -0.189 -0.229 -0.263 -0.283 -0.300 -0.310 -0.320 -0.317 -0.299 -0.269
#> 60 61 62 63 64 65 66 67 68 69
#> -0.246 -0.264 -0.297 -0.319 -0.336 -0.346 -0.355 -0.360 -0.366 -0.363
#> 70 71 72 73 74 75 76 77 78 79
#> -0.341 -0.310 -0.285 -0.294 -0.317 -0.333 -0.342 -0.344 -0.345 -0.342
#> 80 81 82 83 84 85 86 87 88 89
#> -0.342 -0.336 -0.311 -0.279 -0.245 -0.234 -0.236 -0.238 -0.236 -0.230
#> 90 91 92 93 94 95 96 97 98 99
#> -0.226 -0.217 -0.212 -0.203 -0.178 -0.144 -0.108 -0.092 -0.085 -0.079
#> 100 101 102 103
#> -0.071 -0.057 -0.040 -0.018
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.917 0.783 0.655 0.560 0.512 0.486 0.471 0.469 0.508
#> 10 11 12 13 14 15 16 17 18 19
#> 0.574 0.653 0.696 0.628 0.514 0.405 0.326 0.285 0.259 0.243
#> 20 21 22 23 24 25 26 27 28 29
#> 0.236 0.268 0.325 0.394 0.427 0.369 0.270 0.176 0.111 0.077
#> 30 31 32 33 34 35 36 37 38 39
#> 0.058 0.044 0.036 0.059 0.104 0.157 0.183 0.137 0.054 -0.023
#> 40 41 42 43 44 45 46 47 48 49
#> -0.078 -0.108 -0.128 -0.143 -0.155 -0.142 -0.105 -0.063 -0.040 -0.072
#> 50 51 52 53 54 55 56 57 58 59
#> -0.134 -0.190 -0.228 -0.248 -0.259 -0.270 -0.280 -0.271 -0.243 -0.213
#> 60 61 62 63 64 65 66 67 68 69
#> -0.195 -0.218 -0.262 -0.300 -0.322 -0.328 -0.329 -0.329 -0.332 -0.321
#> 70 71 72 73 74 75 76 77 78 79
#> -0.298 -0.272 -0.256 -0.269 -0.296 -0.320 -0.327 -0.323 -0.313 -0.307
#> 80 81 82 83 84 85 86 87 88 89
#> -0.306 -0.296 -0.279 -0.259 -0.246 -0.245 -0.254 -0.261 -0.254 -0.238
#> 90 91 92 93 94 95 96 97 98 99
#> -0.218 -0.209 -0.205 -0.197 -0.181 -0.164 -0.151 -0.144 -0.137 -0.130
#> 100 101 102 103
#> -0.109 -0.075 -0.040 -0.016
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.908 0.776 0.670 0.599 0.562 0.536 0.531 0.534 0.570
#> 10 11 12 13 14 15 16 17 18 19
#> 0.610 0.662 0.688 0.613 0.503 0.407 0.346 0.313 0.299 0.299
#> 20 21 22 23 24 25 26 27 28 29
#> 0.303 0.336 0.369 0.412 0.430 0.371 0.280 0.202 0.148 0.109
#> 30 31 32 33 34 35 36 37 38 39
#> 0.085 0.072 0.067 0.084 0.110 0.140 0.149 0.098 0.017 -0.050
#> 40 41 42 43 44 45 46 47 48 49
#> -0.094 -0.127 -0.149 -0.159 -0.163 -0.147 -0.119 -0.095 -0.084 -0.124
#> 50 51 52 53 54 55 56 57 58 59
#> -0.186 -0.234 -0.267 -0.292 -0.309 -0.313 -0.314 -0.295 -0.267 -0.245
#> 60 61 62 63 64 65 66 67 68 69
#> -0.232 -0.258 -0.300 -0.330 -0.348 -0.365 -0.373 -0.369 -0.364 -0.339
#> 70 71 72 73 74 75 76 77 78 79
#> -0.308 -0.279 -0.261 -0.271 -0.294 -0.309 -0.310 -0.317 -0.318 -0.314
#> 80 81 82 83 84 85 86 87 88 89
#> -0.308 -0.289 -0.264 -0.236 -0.222 -0.226 -0.244 -0.257 -0.255 -0.254
#> 90 91 92 93 94 95 96 97 98 99
#> -0.245 -0.234 -0.220 -0.198 -0.169 -0.140 -0.123 -0.110 -0.104 -0.093
#> 100 101 102 103
#> -0.079 -0.068 -0.052 -0.025
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.931 0.822 0.725 0.648 0.609 0.582 0.559 0.544 0.566
#> 10 11 12 13 14 15 16 17 18 19
#> 0.612 0.671 0.704 0.645 0.555 0.471 0.402 0.360 0.325 0.295
#> 20 21 22 23 24 25 26 27 28 29
#> 0.274 0.284 0.319 0.366 0.390 0.341 0.264 0.199 0.144 0.110
#> 30 31 32 33 34 35 36 37 38 39
#> 0.079 0.051 0.031 0.038 0.065 0.099 0.121 0.085 0.026 -0.024
#> 40 41 42 43 44 45 46 47 48 49
#> -0.063 -0.090 -0.115 -0.138 -0.158 -0.153 -0.130 -0.107 -0.091 -0.121
#> 50 51 52 53 54 55 56 57 58 59
#> -0.166 -0.200 -0.223 -0.241 -0.262 -0.281 -0.298 -0.293 -0.271 -0.249
#> 60 61 62 63 64 65 66 67 68 69
#> -0.235 -0.254 -0.285 -0.303 -0.311 -0.317 -0.328 -0.344 -0.362 -0.360
#> 70 71 72 73 74 75 76 77 78 79
#> -0.342 -0.325 -0.309 -0.319 -0.337 -0.342 -0.337 -0.327 -0.325 -0.332
#> 80 81 82 83 84 85 86 87 88 89
#> -0.340 -0.334 -0.318 -0.302 -0.283 -0.280 -0.282 -0.270 -0.249 -0.226
#> 90 91 92 93 94 95 96 97 98 99
#> -0.213 -0.209 -0.209 -0.199 -0.182 -0.166 -0.149 -0.139 -0.131 -0.112
#> 100 101 102 103
#> -0.080 -0.045 -0.023 -0.007
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.923 0.802 0.688 0.600 0.552 0.519 0.500 0.488 0.519
#> 10 11 12 13 14 15 16 17 18 19
#> 0.581 0.657 0.701 0.639 0.534 0.441 0.366 0.326 0.297 0.281
#> 20 21 22 23 24 25 26 27 28 29
#> 0.271 0.295 0.345 0.405 0.440 0.391 0.305 0.226 0.161 0.121
#> 30 31 32 33 34 35 36 37 38 39
#> 0.087 0.061 0.042 0.051 0.088 0.129 0.153 0.111 0.039 -0.024
#> 40 41 42 43 44 45 46 47 48 49
#> -0.072 -0.105 -0.135 -0.159 -0.179 -0.174 -0.144 -0.112 -0.093 -0.125
#> 50 51 52 53 54 55 56 57 58 59
#> -0.179 -0.223 -0.253 -0.274 -0.295 -0.311 -0.326 -0.318 -0.291 -0.264
#> 60 61 62 63 64 65 66 67 68 69
#> -0.243 -0.261 -0.293 -0.315 -0.327 -0.333 -0.343 -0.351 -0.359 -0.349
#> 70 71 72 73 74 75 76 77 78 79
#> -0.322 -0.298 -0.276 -0.281 -0.297 -0.302 -0.297 -0.288 -0.288 -0.291
#> 80 81 82 83 84 85 86 87 88 89
#> -0.300 -0.295 -0.277 -0.261 -0.246 -0.247 -0.255 -0.253 -0.239 -0.217
#> 90 91 92 93 94 95 96 97 98 99
#> -0.208 -0.203 -0.205 -0.200 -0.186 -0.173 -0.154 -0.141 -0.129 -0.111
#> 100 101 102 103
#> -0.081 -0.047 -0.025 -0.010
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.931 0.822 0.725 0.648 0.609 0.582 0.559 0.544 0.566
#> 10 11 12 13 14 15 16 17 18 19
#> 0.612 0.671 0.704 0.645 0.555 0.471 0.402 0.360 0.325 0.295
#> 20 21 22 23 24 25 26 27 28 29
#> 0.274 0.284 0.319 0.366 0.390 0.341 0.264 0.199 0.144 0.110
#> 30 31 32 33 34 35 36 37 38 39
#> 0.079 0.051 0.031 0.038 0.065 0.099 0.121 0.085 0.026 -0.024
#> 40 41 42 43 44 45 46 47 48 49
#> -0.063 -0.090 -0.115 -0.138 -0.158 -0.153 -0.130 -0.107 -0.091 -0.121
#> 50 51 52 53 54 55 56 57 58 59
#> -0.166 -0.200 -0.223 -0.241 -0.262 -0.281 -0.298 -0.293 -0.271 -0.249
#> 60 61 62 63 64 65 66 67 68 69
#> -0.235 -0.254 -0.285 -0.303 -0.311 -0.317 -0.328 -0.344 -0.362 -0.360
#> 70 71 72 73 74 75 76 77 78 79
#> -0.342 -0.325 -0.309 -0.319 -0.337 -0.342 -0.337 -0.327 -0.325 -0.332
#> 80 81 82 83 84 85 86 87 88 89
#> -0.340 -0.334 -0.318 -0.302 -0.283 -0.280 -0.282 -0.270 -0.249 -0.226
#> 90 91 92 93 94 95 96 97 98 99
#> -0.213 -0.209 -0.209 -0.199 -0.182 -0.166 -0.149 -0.139 -0.131 -0.112
#> 100 101 102 103
#> -0.080 -0.045 -0.023 -0.007
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.900 0.785 0.686 0.605 0.585 0.564 0.559 0.572 0.614
#> 10 11 12 13 14 15 16 17 18 19
#> 0.667 0.701 0.703 0.617 0.523 0.446 0.378 0.353 0.328 0.310
#> 20 21 22 23 24 25 26 27 28 29
#> 0.318 0.350 0.389 0.415 0.412 0.335 0.254 0.186 0.121 0.099
#> 30 31 32 33 34 35 36 37 38 39
#> 0.078 0.061 0.067 0.094 0.129 0.151 0.145 0.078 0.011 -0.045
#> 40 41 42 43 44 45 46 47 48 49
#> -0.102 -0.125 -0.149 -0.170 -0.164 -0.138 -0.110 -0.093 -0.103 -0.155
#> 50 51 52 53 54 55 56 57 58 59
#> -0.204 -0.243 -0.283 -0.298 -0.318 -0.329 -0.320 -0.289 -0.257 -0.241
#> 60 61 62 63 64 65 66 67 68 69
#> -0.244 -0.282 -0.312 -0.333 -0.359 -0.360 -0.369 -0.373 -0.357 -0.327
#> 70 71 72 73 74 75 76 77 78 79
#> -0.293 -0.278 -0.276 -0.300 -0.320 -0.336 -0.356 -0.350 -0.350 -0.349
#> 80 81 82 83 84 85 86 87 88 89
#> -0.329 -0.295 -0.258 -0.242 -0.236 -0.249 -0.250 -0.247 -0.253 -0.246
#> 90 91 92 93 94 95 96 97 98 99
#> -0.243 -0.236 -0.209 -0.172 -0.134 -0.119 -0.112 -0.114 -0.109 -0.098
#> 100 101 102 103
#> -0.098 -0.078 -0.060 -0.038
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.887 0.763 0.662 0.594 0.552 0.540 0.529 0.537 0.592
#> 10 11 12 13 14 15 16 17 18 19
#> 0.652 0.712 0.707 0.612 0.502 0.426 0.368 0.328 0.312 0.299
#> 20 21 22 23 24 25 26 27 28 29
#> 0.299 0.345 0.393 0.434 0.428 0.346 0.250 0.182 0.131 0.093
#> 30 31 32 33 34 35 36 37 38 39
#> 0.076 0.060 0.058 0.097 0.138 0.169 0.160 0.089 0.009 -0.049
#> 40 41 42 43 44 45 46 47 48 49
#> -0.093 -0.129 -0.149 -0.164 -0.164 -0.130 -0.098 -0.077 -0.086 -0.146
#> 50 51 52 53 54 55 56 57 58 59
#> -0.204 -0.243 -0.275 -0.301 -0.316 -0.323 -0.312 -0.278 -0.245 -0.227
#> 60 61 62 63 64 65 66 67 68 69
#> -0.234 -0.274 -0.311 -0.335 -0.349 -0.366 -0.368 -0.363 -0.346 -0.309
#> 70 71 72 73 74 75 76 77 78 79
#> -0.279 -0.263 -0.270 -0.293 -0.315 -0.331 -0.338 -0.347 -0.345 -0.332
#> 80 81 82 83 84 85 86 87 88 89
#> -0.311 -0.273 -0.244 -0.229 -0.235 -0.245 -0.257 -0.258 -0.252 -0.253
#> 90 91 92 93 94 95 96 97 98 99
#> -0.250 -0.231 -0.200 -0.157 -0.133 -0.123 -0.126 -0.129 -0.122 -0.118
#> 100 101 102 103
#> -0.101 -0.092 -0.073 -0.043
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.923 0.802 0.688 0.600 0.552 0.519 0.500 0.488 0.519
#> 10 11 12 13 14 15 16 17 18 19
#> 0.581 0.657 0.701 0.639 0.534 0.441 0.366 0.326 0.297 0.281
#> 20 21 22 23 24 25 26 27 28 29
#> 0.271 0.295 0.345 0.405 0.440 0.391 0.305 0.226 0.161 0.121
#> 30 31 32 33 34 35 36 37 38 39
#> 0.087 0.061 0.042 0.051 0.088 0.129 0.153 0.111 0.039 -0.024
#> 40 41 42 43 44 45 46 47 48 49
#> -0.072 -0.105 -0.135 -0.159 -0.179 -0.174 -0.144 -0.112 -0.093 -0.125
#> 50 51 52 53 54 55 56 57 58 59
#> -0.179 -0.223 -0.253 -0.274 -0.295 -0.311 -0.326 -0.318 -0.291 -0.264
#> 60 61 62 63 64 65 66 67 68 69
#> -0.243 -0.261 -0.293 -0.315 -0.327 -0.333 -0.343 -0.351 -0.359 -0.349
#> 70 71 72 73 74 75 76 77 78 79
#> -0.322 -0.298 -0.276 -0.281 -0.297 -0.302 -0.297 -0.288 -0.288 -0.291
#> 80 81 82 83 84 85 86 87 88 89
#> -0.300 -0.295 -0.277 -0.261 -0.246 -0.247 -0.255 -0.253 -0.239 -0.217
#> 90 91 92 93 94 95 96 97 98 99
#> -0.208 -0.203 -0.205 -0.200 -0.186 -0.173 -0.154 -0.141 -0.129 -0.111
#> 100 101 102 103
#> -0.081 -0.047 -0.025 -0.010
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.927 0.820 0.727 0.655 0.622 0.599 0.574 0.567 0.580
#> 10 11 12 13 14 15 16 17 18 19
#> 0.608 0.655 0.671 0.608 0.518 0.438 0.373 0.342 0.318 0.294
#> 20 21 22 23 24 25 26 27 28 29
#> 0.284 0.291 0.309 0.347 0.356 0.302 0.231 0.165 0.118 0.092
#> 30 31 32 33 34 35 36 37 38 39
#> 0.071 0.053 0.046 0.053 0.072 0.103 0.113 0.074 0.018 -0.031
#> 40 41 42 43 44 45 46 47 48 49
#> -0.067 -0.085 -0.100 -0.111 -0.112 -0.102 -0.085 -0.058 -0.050 -0.082
#> 50 51 52 53 54 55 56 57 58 59
#> -0.124 -0.154 -0.178 -0.194 -0.209 -0.224 -0.232 -0.228 -0.220 -0.204
#> 60 61 62 63 64 65 66 67 68 69
#> -0.201 -0.232 -0.270 -0.297 -0.316 -0.321 -0.323 -0.331 -0.336 -0.332
#> 70 71 72 73 74 75 76 77 78 79
#> -0.324 -0.309 -0.303 -0.322 -0.343 -0.356 -0.364 -0.363 -0.353 -0.352
#> 80 81 82 83 84 85 86 87 88 89
#> -0.345 -0.335 -0.326 -0.305 -0.294 -0.301 -0.306 -0.307 -0.301 -0.283
#> 90 91 92 93 94 95 96 97 98 99
#> -0.261 -0.242 -0.224 -0.208 -0.196 -0.176 -0.161 -0.155 -0.145 -0.133
#> 100 101 102 103
#> -0.118 -0.090 -0.059 -0.026
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.923 0.802 0.688 0.600 0.552 0.519 0.500 0.488 0.519
#> 10 11 12 13 14 15 16 17 18 19
#> 0.581 0.657 0.701 0.639 0.534 0.441 0.366 0.326 0.297 0.281
#> 20 21 22 23 24 25 26 27 28 29
#> 0.271 0.295 0.345 0.405 0.440 0.391 0.305 0.226 0.161 0.121
#> 30 31 32 33 34 35 36 37 38 39
#> 0.087 0.061 0.042 0.051 0.088 0.129 0.153 0.111 0.039 -0.024
#> 40 41 42 43 44 45 46 47 48 49
#> -0.072 -0.105 -0.135 -0.159 -0.179 -0.174 -0.144 -0.112 -0.093 -0.125
#> 50 51 52 53 54 55 56 57 58 59
#> -0.179 -0.223 -0.253 -0.274 -0.295 -0.311 -0.326 -0.318 -0.291 -0.264
#> 60 61 62 63 64 65 66 67 68 69
#> -0.243 -0.261 -0.293 -0.315 -0.327 -0.333 -0.343 -0.351 -0.359 -0.349
#> 70 71 72 73 74 75 76 77 78 79
#> -0.322 -0.298 -0.276 -0.281 -0.297 -0.302 -0.297 -0.288 -0.288 -0.291
#> 80 81 82 83 84 85 86 87 88 89
#> -0.300 -0.295 -0.277 -0.261 -0.246 -0.247 -0.255 -0.253 -0.239 -0.217
#> 90 91 92 93 94 95 96 97 98 99
#> -0.208 -0.203 -0.205 -0.200 -0.186 -0.173 -0.154 -0.141 -0.129 -0.111
#> 100 101 102 103
#> -0.081 -0.047 -0.025 -0.010
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.930 0.821 0.716 0.638 0.602 0.582 0.564 0.551 0.572
#> 10 11 12 13 14 15 16 17 18 19
#> 0.616 0.673 0.703 0.645 0.551 0.464 0.393 0.354 0.326 0.299
#> 20 21 22 23 24 25 26 27 28 29
#> 0.280 0.291 0.324 0.370 0.393 0.345 0.266 0.193 0.136 0.104
#> 30 31 32 33 34 35 36 37 38 39
#> 0.081 0.057 0.040 0.045 0.072 0.106 0.123 0.087 0.027 -0.026
#> 40 41 42 43 44 45 46 47 48 49
#> -0.070 -0.094 -0.111 -0.130 -0.145 -0.141 -0.119 -0.093 -0.082 -0.112
#> 50 51 52 53 54 55 56 57 58 59
#> -0.160 -0.199 -0.228 -0.242 -0.256 -0.270 -0.284 -0.279 -0.260 -0.238
#> 60 61 62 63 64 65 66 67 68 69
#> -0.227 -0.248 -0.280 -0.306 -0.321 -0.323 -0.328 -0.339 -0.351 -0.352
#> 70 71 72 73 74 75 76 77 78 79
#> -0.336 -0.317 -0.307 -0.317 -0.337 -0.351 -0.351 -0.340 -0.329 -0.328
#> 80 81 82 83 84 85 86 87 88 89
#> -0.332 -0.331 -0.315 -0.297 -0.285 -0.282 -0.286 -0.285 -0.271 -0.247
#> 90 91 92 93 94 95 96 97 98 99
#> -0.225 -0.212 -0.207 -0.200 -0.184 -0.165 -0.152 -0.141 -0.137 -0.129
#> 100 101 102 103
#> -0.106 -0.073 -0.035 -0.014
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.912 0.819 0.742 0.675 0.651 0.630 0.604 0.606 0.634
#> 10 11 12 13 14 15 16 17 18 19
#> 0.663 0.686 0.679 0.597 0.515 0.447 0.381 0.359 0.335 0.311
#> 20 21 22 23 24 25 26 27 28 29
#> 0.312 0.334 0.358 0.377 0.366 0.297 0.229 0.173 0.120 0.097
#> 30 31 32 33 34 35 36 37 38 39
#> 0.072 0.047 0.052 0.071 0.094 0.109 0.099 0.045 -0.006 -0.048
#> 40 41 42 43 44 45 46 47 48 49
#> -0.089 -0.103 -0.120 -0.134 -0.130 -0.108 -0.081 -0.067 -0.073 -0.117
#> 50 51 52 53 54 55 56 57 58 59
#> -0.158 -0.187 -0.222 -0.232 -0.248 -0.264 -0.263 -0.243 -0.223 -0.217
#> 60 61 62 63 64 65 66 67 68 69
#> -0.223 -0.258 -0.292 -0.318 -0.346 -0.353 -0.361 -0.374 -0.368 -0.344
#> 70 71 72 73 74 75 76 77 78 79
#> -0.320 -0.311 -0.312 -0.338 -0.354 -0.360 -0.372 -0.372 -0.372 -0.374
#> 80 81 82 83 84 85 86 87 88 89
#> -0.356 -0.325 -0.297 -0.281 -0.278 -0.288 -0.294 -0.291 -0.296 -0.284
#> 90 91 92 93 94 95 96 97 98 99
#> -0.273 -0.264 -0.231 -0.191 -0.157 -0.136 -0.127 -0.125 -0.110 -0.095
#> 100 101 102 103
#> -0.089 -0.071 -0.054 -0.036
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.908 0.776 0.670 0.599 0.562 0.536 0.531 0.534 0.570
#> 10 11 12 13 14 15 16 17 18 19
#> 0.610 0.662 0.688 0.613 0.503 0.407 0.346 0.313 0.299 0.299
#> 20 21 22 23 24 25 26 27 28 29
#> 0.303 0.336 0.369 0.412 0.430 0.371 0.280 0.202 0.148 0.109
#> 30 31 32 33 34 35 36 37 38 39
#> 0.085 0.072 0.067 0.084 0.110 0.140 0.149 0.098 0.017 -0.050
#> 40 41 42 43 44 45 46 47 48 49
#> -0.094 -0.127 -0.149 -0.159 -0.163 -0.147 -0.119 -0.095 -0.084 -0.124
#> 50 51 52 53 54 55 56 57 58 59
#> -0.186 -0.234 -0.267 -0.292 -0.309 -0.313 -0.314 -0.295 -0.267 -0.245
#> 60 61 62 63 64 65 66 67 68 69
#> -0.232 -0.258 -0.300 -0.330 -0.348 -0.365 -0.373 -0.369 -0.364 -0.339
#> 70 71 72 73 74 75 76 77 78 79
#> -0.308 -0.279 -0.261 -0.271 -0.294 -0.309 -0.310 -0.317 -0.318 -0.314
#> 80 81 82 83 84 85 86 87 88 89
#> -0.308 -0.289 -0.264 -0.236 -0.222 -0.226 -0.244 -0.257 -0.255 -0.254
#> 90 91 92 93 94 95 96 97 98 99
#> -0.245 -0.234 -0.220 -0.198 -0.169 -0.140 -0.123 -0.110 -0.104 -0.093
#> 100 101 102 103
#> -0.079 -0.068 -0.052 -0.025
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.890 0.740 0.624 0.544 0.499 0.477 0.475 0.479 0.523
#> 10 11 12 13 14 15 16 17 18 19
#> 0.598 0.673 0.701 0.603 0.473 0.378 0.315 0.278 0.250 0.247
#> 20 21 22 23 24 25 26 27 28 29
#> 0.253 0.296 0.363 0.424 0.446 0.361 0.246 0.162 0.110 0.078
#> 30 31 32 33 34 35 36 37 38 39
#> 0.054 0.052 0.054 0.083 0.136 0.181 0.192 0.125 0.028 -0.043
#> 40 41 42 43 44 45 46 47 48 49
#> -0.088 -0.122 -0.147 -0.147 -0.145 -0.121 -0.077 -0.042 -0.031 -0.082
#> 50 51 52 53 54 55 56 57 58 59
#> -0.158 -0.209 -0.241 -0.266 -0.283 -0.280 -0.273 -0.252 -0.216 -0.192
#> 60 61 62 63 64 65 66 67 68 69
#> -0.184 -0.223 -0.281 -0.313 -0.332 -0.348 -0.354 -0.341 -0.325 -0.299
#> 70 71 72 73 74 75 76 77 78 79
#> -0.267 -0.246 -0.236 -0.261 -0.299 -0.317 -0.326 -0.335 -0.335 -0.311
#> 80 81 82 83 84 85 86 87 88 89
#> -0.286 -0.265 -0.240 -0.229 -0.224 -0.238 -0.258 -0.261 -0.260 -0.261
#> 90 91 92 93 94 95 96 97 98 99
#> -0.254 -0.227 -0.198 -0.176 -0.155 -0.145 -0.136 -0.137 -0.141 -0.138
#> 100 101 102 103
#> -0.120 -0.101 -0.078 -0.039
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.911 0.788 0.682 0.605 0.569 0.549 0.538 0.530 0.545
#> 10 11 12 13 14 15 16 17 18 19
#> 0.585 0.649 0.689 0.620 0.510 0.420 0.356 0.326 0.311 0.303
#> 20 21 22 23 24 25 26 27 28 29
#> 0.301 0.313 0.346 0.398 0.434 0.381 0.290 0.216 0.158 0.122
#> 30 31 32 33 34 35 36 37 38 39
#> 0.096 0.077 0.060 0.062 0.084 0.122 0.148 0.101 0.022 -0.040
#> 40 41 42 43 44 45 46 47 48 49
#> -0.089 -0.118 -0.139 -0.155 -0.169 -0.167 -0.147 -0.113 -0.089 -0.123
#> 50 51 52 53 54 55 56 57 58 59
#> -0.182 -0.228 -0.264 -0.287 -0.302 -0.311 -0.320 -0.314 -0.295 -0.263
#> 60 61 62 63 64 65 66 67 68 69
#> -0.235 -0.255 -0.292 -0.321 -0.343 -0.355 -0.365 -0.365 -0.366 -0.356
#> 70 71 72 73 74 75 76 77 78 79
#> -0.332 -0.297 -0.265 -0.267 -0.285 -0.296 -0.300 -0.303 -0.307 -0.305
#> 80 81 82 83 84 85 86 87 88 89
#> -0.307 -0.303 -0.284 -0.254 -0.224 -0.223 -0.235 -0.244 -0.245 -0.242
#> 90 91 92 93 94 95 96 97 98 99
#> -0.237 -0.227 -0.220 -0.211 -0.190 -0.159 -0.123 -0.103 -0.092 -0.085
#> 100 101 102 103
#> -0.071 -0.056 -0.039 -0.020
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.927 0.820 0.727 0.655 0.622 0.599 0.574 0.567 0.580
#> 10 11 12 13 14 15 16 17 18 19
#> 0.608 0.655 0.671 0.608 0.518 0.438 0.373 0.342 0.318 0.294
#> 20 21 22 23 24 25 26 27 28 29
#> 0.284 0.291 0.309 0.347 0.356 0.302 0.231 0.165 0.118 0.092
#> 30 31 32 33 34 35 36 37 38 39
#> 0.071 0.053 0.046 0.053 0.072 0.103 0.113 0.074 0.018 -0.031
#> 40 41 42 43 44 45 46 47 48 49
#> -0.067 -0.085 -0.100 -0.111 -0.112 -0.102 -0.085 -0.058 -0.050 -0.082
#> 50 51 52 53 54 55 56 57 58 59
#> -0.124 -0.154 -0.178 -0.194 -0.209 -0.224 -0.232 -0.228 -0.220 -0.204
#> 60 61 62 63 64 65 66 67 68 69
#> -0.201 -0.232 -0.270 -0.297 -0.316 -0.321 -0.323 -0.331 -0.336 -0.332
#> 70 71 72 73 74 75 76 77 78 79
#> -0.324 -0.309 -0.303 -0.322 -0.343 -0.356 -0.364 -0.363 -0.353 -0.352
#> 80 81 82 83 84 85 86 87 88 89
#> -0.345 -0.335 -0.326 -0.305 -0.294 -0.301 -0.306 -0.307 -0.301 -0.283
#> 90 91 92 93 94 95 96 97 98 99
#> -0.261 -0.242 -0.224 -0.208 -0.196 -0.176 -0.161 -0.155 -0.145 -0.133
#> 100 101 102 103
#> -0.118 -0.090 -0.059 -0.026
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.923 0.802 0.688 0.600 0.552 0.519 0.500 0.488 0.519
#> 10 11 12 13 14 15 16 17 18 19
#> 0.581 0.657 0.701 0.639 0.534 0.441 0.366 0.326 0.297 0.281
#> 20 21 22 23 24 25 26 27 28 29
#> 0.271 0.295 0.345 0.405 0.440 0.391 0.305 0.226 0.161 0.121
#> 30 31 32 33 34 35 36 37 38 39
#> 0.087 0.061 0.042 0.051 0.088 0.129 0.153 0.111 0.039 -0.024
#> 40 41 42 43 44 45 46 47 48 49
#> -0.072 -0.105 -0.135 -0.159 -0.179 -0.174 -0.144 -0.112 -0.093 -0.125
#> 50 51 52 53 54 55 56 57 58 59
#> -0.179 -0.223 -0.253 -0.274 -0.295 -0.311 -0.326 -0.318 -0.291 -0.264
#> 60 61 62 63 64 65 66 67 68 69
#> -0.243 -0.261 -0.293 -0.315 -0.327 -0.333 -0.343 -0.351 -0.359 -0.349
#> 70 71 72 73 74 75 76 77 78 79
#> -0.322 -0.298 -0.276 -0.281 -0.297 -0.302 -0.297 -0.288 -0.288 -0.291
#> 80 81 82 83 84 85 86 87 88 89
#> -0.300 -0.295 -0.277 -0.261 -0.246 -0.247 -0.255 -0.253 -0.239 -0.217
#> 90 91 92 93 94 95 96 97 98 99
#> -0.208 -0.203 -0.205 -0.200 -0.186 -0.173 -0.154 -0.141 -0.129 -0.111
#> 100 101 102 103
#> -0.081 -0.047 -0.025 -0.010
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.902 0.791 0.715 0.658 0.621 0.605 0.584 0.580 0.619
#> 10 11 12 13 14 15 16 17 18 19
#> 0.662 0.699 0.688 0.602 0.505 0.439 0.384 0.343 0.326 0.302
#> 20 21 22 23 24 25 26 27 28 29
#> 0.295 0.327 0.362 0.391 0.381 0.307 0.226 0.173 0.126 0.090
#> 30 31 32 33 34 35 36 37 38 39
#> 0.068 0.049 0.043 0.075 0.103 0.124 0.116 0.054 -0.008 -0.049
#> 40 41 42 43 44 45 46 47 48 49
#> -0.081 -0.105 -0.119 -0.135 -0.134 -0.104 -0.075 -0.057 -0.066 -0.115
#> 50 51 52 53 54 55 56 57 58 59
#> -0.163 -0.196 -0.219 -0.244 -0.254 -0.265 -0.263 -0.237 -0.216 -0.205
#> 60 61 62 63 64 65 66 67 68 69
#> -0.218 -0.253 -0.288 -0.312 -0.333 -0.351 -0.359 -0.363 -0.355 -0.329
#> 70 71 72 73 74 75 76 77 78 79
#> -0.307 -0.296 -0.307 -0.329 -0.353 -0.361 -0.362 -0.366 -0.368 -0.361
#> 80 81 82 83 84 85 86 87 88 89
#> -0.342 -0.309 -0.285 -0.274 -0.277 -0.288 -0.293 -0.296 -0.286 -0.284
#> 90 91 92 93 94 95 96 97 98 99
#> -0.274 -0.254 -0.223 -0.179 -0.149 -0.136 -0.135 -0.134 -0.126 -0.113
#> 100 101 102 103
#> -0.098 -0.088 -0.072 -0.040
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.919 0.801 0.691 0.613 0.583 0.554 0.532 0.509 0.525
#> 10 11 12 13 14 15 16 17 18 19
#> 0.574 0.647 0.690 0.622 0.523 0.432 0.368 0.342 0.319 0.299
#> 20 21 22 23 24 25 26 27 28 29
#> 0.279 0.294 0.335 0.398 0.436 0.384 0.302 0.227 0.166 0.135
#> 30 31 32 33 34 35 36 37 38 39
#> 0.104 0.070 0.042 0.044 0.069 0.115 0.144 0.099 0.031 -0.031
#> 40 41 42 43 44 45 46 47 48 49
#> -0.081 -0.107 -0.133 -0.161 -0.184 -0.184 -0.163 -0.125 -0.097 -0.128
#> 50 51 52 53 54 55 56 57 58 59
#> -0.177 -0.220 -0.260 -0.277 -0.298 -0.318 -0.332 -0.331 -0.309 -0.274
#> 60 61 62 63 64 65 66 67 68 69
#> -0.245 -0.259 -0.285 -0.312 -0.335 -0.344 -0.357 -0.369 -0.374 -0.367
#> 70 71 72 73 74 75 76 77 78 79
#> -0.343 -0.308 -0.274 -0.271 -0.275 -0.283 -0.291 -0.290 -0.296 -0.304
#> 80 81 82 83 84 85 86 87 88 89
#> -0.310 -0.307 -0.292 -0.266 -0.239 -0.227 -0.227 -0.230 -0.234 -0.229
#> 90 91 92 93 94 95 96 97 98 99
#> -0.225 -0.225 -0.223 -0.214 -0.197 -0.169 -0.134 -0.104 -0.085 -0.070
#> 100 101 102 103
#> -0.060 -0.042 -0.025 -0.013
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.941 0.853 0.777 0.718 0.682 0.647 0.603 0.571 0.577
#> 10 11 12 13 14 15 16 17 18 19
#> 0.602 0.639 0.657 0.606 0.531 0.467 0.415 0.380 0.347 0.307
#> 20 21 22 23 24 25 26 27 28 29
#> 0.277 0.280 0.300 0.331 0.343 0.300 0.238 0.187 0.146 0.115
#> 30 31 32 33 34 35 36 37 38 39
#> 0.084 0.050 0.025 0.028 0.046 0.069 0.083 0.054 0.010 -0.025
#> 40 41 42 43 44 45 46 47 48 49
#> -0.053 -0.078 -0.102 -0.129 -0.148 -0.139 -0.116 -0.092 -0.079 -0.095
#> 50 51 52 53 54 55 56 57 58 59
#> -0.124 -0.146 -0.165 -0.188 -0.213 -0.243 -0.268 -0.267 -0.257 -0.246
#> 60 61 62 63 64 65 66 67 68 69
#> -0.239 -0.252 -0.276 -0.294 -0.309 -0.324 -0.340 -0.362 -0.379 -0.376
#> 70 71 72 73 74 75 76 77 78 79
#> -0.361 -0.345 -0.332 -0.331 -0.337 -0.339 -0.343 -0.351 -0.358 -0.367
#> 80 81 82 83 84 85 86 87 88 89
#> -0.373 -0.361 -0.345 -0.326 -0.306 -0.291 -0.280 -0.270 -0.262 -0.259
#> 90 91 92 93 94 95 96 97 98 99
#> -0.255 -0.252 -0.248 -0.229 -0.207 -0.184 -0.156 -0.124 -0.091 -0.067
#> 100 101 102 103
#> -0.048 -0.036 -0.023 -0.010
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.941 0.849 0.763 0.688 0.642 0.610 0.581 0.562 0.571
#> 10 11 12 13 14 15 16 17 18 19
#> 0.600 0.642 0.664 0.613 0.533 0.461 0.397 0.357 0.325 0.296
#> 20 21 22 23 24 25 26 27 28 29
#> 0.274 0.278 0.300 0.332 0.347 0.306 0.242 0.185 0.135 0.100
#> 30 31 32 33 34 35 36 37 38 39
#> 0.073 0.049 0.031 0.036 0.057 0.084 0.099 0.067 0.017 -0.021
#> 40 41 42 43 44 45 46 47 48 49
#> -0.055 -0.079 -0.100 -0.119 -0.132 -0.125 -0.102 -0.080 -0.063 -0.083
#> 50 51 52 53 54 55 56 57 58 59
#> -0.118 -0.145 -0.167 -0.184 -0.203 -0.225 -0.248 -0.250 -0.239 -0.229
#> 60 61 62 63 64 65 66 67 68 69
#> -0.222 -0.242 -0.274 -0.294 -0.307 -0.314 -0.325 -0.341 -0.355 -0.355
#> 70 71 72 73 74 75 76 77 78 79
#> -0.343 -0.331 -0.321 -0.330 -0.347 -0.352 -0.349 -0.345 -0.345 -0.353
#> 80 81 82 83 84 85 86 87 88 89
#> -0.359 -0.354 -0.339 -0.323 -0.307 -0.303 -0.304 -0.295 -0.278 -0.260
#> 90 91 92 93 94 95 96 97 98 99
#> -0.247 -0.239 -0.235 -0.223 -0.206 -0.189 -0.167 -0.150 -0.136 -0.113
#> 100 101 102 103
#> -0.083 -0.051 -0.027 -0.010
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.903 0.783 0.693 0.632 0.600 0.576 0.566 0.561 0.587
#> 10 11 12 13 14 15 16 17 18 19
#> 0.636 0.684 0.698 0.617 0.513 0.435 0.379 0.344 0.312 0.297
#> 20 21 22 23 24 25 26 27 28 29
#> 0.288 0.305 0.345 0.385 0.393 0.327 0.240 0.176 0.128 0.095
#> 30 31 32 33 34 35 36 37 38 39
#> 0.068 0.053 0.048 0.060 0.095 0.123 0.130 0.076 0.003 -0.042
#> 40 41 42 43 44 45 46 47 48 49
#> -0.073 -0.097 -0.119 -0.128 -0.130 -0.115 -0.085 -0.063 -0.058 -0.102
#> 50 51 52 53 54 55 56 57 58 59
#> -0.161 -0.194 -0.220 -0.240 -0.259 -0.259 -0.259 -0.246 -0.222 -0.209
#> 60 61 62 63 64 65 66 67 68 69
#> -0.206 -0.240 -0.281 -0.303 -0.320 -0.337 -0.349 -0.345 -0.340 -0.328
#> 70 71 72 73 74 75 76 77 78 79
#> -0.308 -0.298 -0.292 -0.315 -0.343 -0.354 -0.356 -0.356 -0.353 -0.343
#> 80 81 82 83 84 85 86 87 88 89
#> -0.327 -0.310 -0.290 -0.279 -0.272 -0.280 -0.294 -0.289 -0.285 -0.277
#> 90 91 92 93 94 95 96 97 98 99
#> -0.265 -0.240 -0.211 -0.187 -0.162 -0.149 -0.140 -0.138 -0.141 -0.129
#> 100 101 102 103
#> -0.114 -0.100 -0.078 -0.042
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.927 0.820 0.727 0.655 0.622 0.599 0.574 0.567 0.580
#> 10 11 12 13 14 15 16 17 18 19
#> 0.608 0.655 0.671 0.608 0.518 0.438 0.373 0.342 0.318 0.294
#> 20 21 22 23 24 25 26 27 28 29
#> 0.284 0.291 0.309 0.347 0.356 0.302 0.231 0.165 0.118 0.092
#> 30 31 32 33 34 35 36 37 38 39
#> 0.071 0.053 0.046 0.053 0.072 0.103 0.113 0.074 0.018 -0.031
#> 40 41 42 43 44 45 46 47 48 49
#> -0.067 -0.085 -0.100 -0.111 -0.112 -0.102 -0.085 -0.058 -0.050 -0.082
#> 50 51 52 53 54 55 56 57 58 59
#> -0.124 -0.154 -0.178 -0.194 -0.209 -0.224 -0.232 -0.228 -0.220 -0.204
#> 60 61 62 63 64 65 66 67 68 69
#> -0.201 -0.232 -0.270 -0.297 -0.316 -0.321 -0.323 -0.331 -0.336 -0.332
#> 70 71 72 73 74 75 76 77 78 79
#> -0.324 -0.309 -0.303 -0.322 -0.343 -0.356 -0.364 -0.363 -0.353 -0.352
#> 80 81 82 83 84 85 86 87 88 89
#> -0.345 -0.335 -0.326 -0.305 -0.294 -0.301 -0.306 -0.307 -0.301 -0.283
#> 90 91 92 93 94 95 96 97 98 99
#> -0.261 -0.242 -0.224 -0.208 -0.196 -0.176 -0.161 -0.155 -0.145 -0.133
#> 100 101 102 103
#> -0.118 -0.090 -0.059 -0.026
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.918 0.803 0.699 0.622 0.571 0.525 0.497 0.486 0.518
#> 10 11 12 13 14 15 16 17 18 19
#> 0.574 0.654 0.694 0.628 0.534 0.447 0.386 0.339 0.302 0.273
#> 20 21 22 23 24 25 26 27 28 29
#> 0.265 0.291 0.336 0.404 0.439 0.385 0.306 0.236 0.180 0.134
#> 30 31 32 33 34 35 36 37 38 39
#> 0.091 0.053 0.035 0.046 0.074 0.124 0.146 0.100 0.036 -0.016
#> 40 41 42 43 44 45 46 47 48 49
#> -0.060 -0.096 -0.135 -0.170 -0.187 -0.180 -0.156 -0.118 -0.099 -0.136
#> 50 51 52 53 54 55 56 57 58 59
#> -0.180 -0.213 -0.241 -0.265 -0.297 -0.323 -0.333 -0.325 -0.303 -0.269
#> 60 61 62 63 64 65 66 67 68 69
#> -0.250 -0.271 -0.292 -0.305 -0.314 -0.326 -0.348 -0.364 -0.368 -0.356
#> 70 71 72 73 74 75 76 77 78 79
#> -0.337 -0.303 -0.282 -0.289 -0.292 -0.287 -0.277 -0.278 -0.289 -0.300
#> 80 81 82 83 84 85 86 87 88 89
#> -0.303 -0.297 -0.287 -0.266 -0.253 -0.254 -0.250 -0.237 -0.217 -0.210
#> 90 91 92 93 94 95 96 97 98 99
#> -0.209 -0.216 -0.214 -0.205 -0.194 -0.173 -0.157 -0.143 -0.121 -0.089
#> 100 101 102 103
#> -0.055 -0.035 -0.023 -0.015
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.912 0.819 0.742 0.675 0.651 0.630 0.604 0.606 0.634
#> 10 11 12 13 14 15 16 17 18 19
#> 0.663 0.686 0.679 0.597 0.515 0.447 0.381 0.359 0.335 0.311
#> 20 21 22 23 24 25 26 27 28 29
#> 0.312 0.334 0.358 0.377 0.366 0.297 0.229 0.173 0.120 0.097
#> 30 31 32 33 34 35 36 37 38 39
#> 0.072 0.047 0.052 0.071 0.094 0.109 0.099 0.045 -0.006 -0.048
#> 40 41 42 43 44 45 46 47 48 49
#> -0.089 -0.103 -0.120 -0.134 -0.130 -0.108 -0.081 -0.067 -0.073 -0.117
#> 50 51 52 53 54 55 56 57 58 59
#> -0.158 -0.187 -0.222 -0.232 -0.248 -0.264 -0.263 -0.243 -0.223 -0.217
#> 60 61 62 63 64 65 66 67 68 69
#> -0.223 -0.258 -0.292 -0.318 -0.346 -0.353 -0.361 -0.374 -0.368 -0.344
#> 70 71 72 73 74 75 76 77 78 79
#> -0.320 -0.311 -0.312 -0.338 -0.354 -0.360 -0.372 -0.372 -0.372 -0.374
#> 80 81 82 83 84 85 86 87 88 89
#> -0.356 -0.325 -0.297 -0.281 -0.278 -0.288 -0.294 -0.291 -0.296 -0.284
#> 90 91 92 93 94 95 96 97 98 99
#> -0.273 -0.264 -0.231 -0.191 -0.157 -0.136 -0.127 -0.125 -0.110 -0.095
#> 100 101 102 103
#> -0.089 -0.071 -0.054 -0.036
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.911 0.788 0.682 0.605 0.569 0.549 0.538 0.530 0.545
#> 10 11 12 13 14 15 16 17 18 19
#> 0.585 0.649 0.689 0.620 0.510 0.420 0.356 0.326 0.311 0.303
#> 20 21 22 23 24 25 26 27 28 29
#> 0.301 0.313 0.346 0.398 0.434 0.381 0.290 0.216 0.158 0.122
#> 30 31 32 33 34 35 36 37 38 39
#> 0.096 0.077 0.060 0.062 0.084 0.122 0.148 0.101 0.022 -0.040
#> 40 41 42 43 44 45 46 47 48 49
#> -0.089 -0.118 -0.139 -0.155 -0.169 -0.167 -0.147 -0.113 -0.089 -0.123
#> 50 51 52 53 54 55 56 57 58 59
#> -0.182 -0.228 -0.264 -0.287 -0.302 -0.311 -0.320 -0.314 -0.295 -0.263
#> 60 61 62 63 64 65 66 67 68 69
#> -0.235 -0.255 -0.292 -0.321 -0.343 -0.355 -0.365 -0.365 -0.366 -0.356
#> 70 71 72 73 74 75 76 77 78 79
#> -0.332 -0.297 -0.265 -0.267 -0.285 -0.296 -0.300 -0.303 -0.307 -0.305
#> 80 81 82 83 84 85 86 87 88 89
#> -0.307 -0.303 -0.284 -0.254 -0.224 -0.223 -0.235 -0.244 -0.245 -0.242
#> 90 91 92 93 94 95 96 97 98 99
#> -0.237 -0.227 -0.220 -0.211 -0.190 -0.159 -0.123 -0.103 -0.092 -0.085
#> 100 101 102 103
#> -0.071 -0.056 -0.039 -0.020
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.941 0.853 0.777 0.718 0.682 0.647 0.603 0.571 0.577
#> 10 11 12 13 14 15 16 17 18 19
#> 0.602 0.639 0.657 0.606 0.531 0.467 0.415 0.380 0.347 0.307
#> 20 21 22 23 24 25 26 27 28 29
#> 0.277 0.280 0.300 0.331 0.343 0.300 0.238 0.187 0.146 0.115
#> 30 31 32 33 34 35 36 37 38 39
#> 0.084 0.050 0.025 0.028 0.046 0.069 0.083 0.054 0.010 -0.025
#> 40 41 42 43 44 45 46 47 48 49
#> -0.053 -0.078 -0.102 -0.129 -0.148 -0.139 -0.116 -0.092 -0.079 -0.095
#> 50 51 52 53 54 55 56 57 58 59
#> -0.124 -0.146 -0.165 -0.188 -0.213 -0.243 -0.268 -0.267 -0.257 -0.246
#> 60 61 62 63 64 65 66 67 68 69
#> -0.239 -0.252 -0.276 -0.294 -0.309 -0.324 -0.340 -0.362 -0.379 -0.376
#> 70 71 72 73 74 75 76 77 78 79
#> -0.361 -0.345 -0.332 -0.331 -0.337 -0.339 -0.343 -0.351 -0.358 -0.367
#> 80 81 82 83 84 85 86 87 88 89
#> -0.373 -0.361 -0.345 -0.326 -0.306 -0.291 -0.280 -0.270 -0.262 -0.259
#> 90 91 92 93 94 95 96 97 98 99
#> -0.255 -0.252 -0.248 -0.229 -0.207 -0.184 -0.156 -0.124 -0.091 -0.067
#> 100 101 102 103
#> -0.048 -0.036 -0.023 -0.010
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.920 0.816 0.718 0.646 0.623 0.603 0.585 0.563 0.573
#> 10 11 12 13 14 15 16 17 18 19
#> 0.609 0.668 0.705 0.641 0.555 0.474 0.406 0.377 0.351 0.322
#> 20 21 22 23 24 25 26 27 28 29
#> 0.295 0.295 0.317 0.365 0.391 0.338 0.265 0.198 0.141 0.115
#> 30 31 32 33 34 35 36 37 38 39
#> 0.091 0.064 0.043 0.044 0.065 0.103 0.125 0.084 0.025 -0.027
#> 40 41 42 43 44 45 46 47 48 49
#> -0.076 -0.100 -0.125 -0.154 -0.175 -0.179 -0.162 -0.130 -0.109 -0.138
#> 50 51 52 53 54 55 56 57 58 59
#> -0.180 -0.217 -0.252 -0.270 -0.290 -0.309 -0.324 -0.323 -0.304 -0.276
#> 60 61 62 63 64 65 66 67 68 69
#> -0.250 -0.265 -0.285 -0.305 -0.327 -0.334 -0.347 -0.362 -0.373 -0.369
#> 70 71 72 73 74 75 76 77 78 79
#> -0.351 -0.323 -0.297 -0.301 -0.312 -0.323 -0.336 -0.335 -0.338 -0.345
#> 80 81 82 83 84 85 86 87 88 89
#> -0.349 -0.342 -0.323 -0.292 -0.258 -0.240 -0.233 -0.228 -0.230 -0.221
#> 90 91 92 93 94 95 96 97 98 99
#> -0.216 -0.216 -0.212 -0.204 -0.185 -0.158 -0.122 -0.095 -0.079 -0.066
#> 100 101 102 103
#> -0.060 -0.045 -0.028 -0.017
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.930 0.821 0.716 0.638 0.602 0.582 0.564 0.551 0.572
#> 10 11 12 13 14 15 16 17 18 19
#> 0.616 0.673 0.703 0.645 0.551 0.464 0.393 0.354 0.326 0.299
#> 20 21 22 23 24 25 26 27 28 29
#> 0.280 0.291 0.324 0.370 0.393 0.345 0.266 0.193 0.136 0.104
#> 30 31 32 33 34 35 36 37 38 39
#> 0.081 0.057 0.040 0.045 0.072 0.106 0.123 0.087 0.027 -0.026
#> 40 41 42 43 44 45 46 47 48 49
#> -0.070 -0.094 -0.111 -0.130 -0.145 -0.141 -0.119 -0.093 -0.082 -0.112
#> 50 51 52 53 54 55 56 57 58 59
#> -0.160 -0.199 -0.228 -0.242 -0.256 -0.270 -0.284 -0.279 -0.260 -0.238
#> 60 61 62 63 64 65 66 67 68 69
#> -0.227 -0.248 -0.280 -0.306 -0.321 -0.323 -0.328 -0.339 -0.351 -0.352
#> 70 71 72 73 74 75 76 77 78 79
#> -0.336 -0.317 -0.307 -0.317 -0.337 -0.351 -0.351 -0.340 -0.329 -0.328
#> 80 81 82 83 84 85 86 87 88 89
#> -0.332 -0.331 -0.315 -0.297 -0.285 -0.282 -0.286 -0.285 -0.271 -0.247
#> 90 91 92 93 94 95 96 97 98 99
#> -0.225 -0.212 -0.207 -0.200 -0.184 -0.165 -0.152 -0.141 -0.137 -0.129
#> 100 101 102 103
#> -0.106 -0.073 -0.035 -0.014
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.941 0.849 0.763 0.688 0.642 0.610 0.581 0.562 0.571
#> 10 11 12 13 14 15 16 17 18 19
#> 0.600 0.642 0.664 0.613 0.533 0.461 0.397 0.357 0.325 0.296
#> 20 21 22 23 24 25 26 27 28 29
#> 0.274 0.278 0.300 0.332 0.347 0.306 0.242 0.185 0.135 0.100
#> 30 31 32 33 34 35 36 37 38 39
#> 0.073 0.049 0.031 0.036 0.057 0.084 0.099 0.067 0.017 -0.021
#> 40 41 42 43 44 45 46 47 48 49
#> -0.055 -0.079 -0.100 -0.119 -0.132 -0.125 -0.102 -0.080 -0.063 -0.083
#> 50 51 52 53 54 55 56 57 58 59
#> -0.118 -0.145 -0.167 -0.184 -0.203 -0.225 -0.248 -0.250 -0.239 -0.229
#> 60 61 62 63 64 65 66 67 68 69
#> -0.222 -0.242 -0.274 -0.294 -0.307 -0.314 -0.325 -0.341 -0.355 -0.355
#> 70 71 72 73 74 75 76 77 78 79
#> -0.343 -0.331 -0.321 -0.330 -0.347 -0.352 -0.349 -0.345 -0.345 -0.353
#> 80 81 82 83 84 85 86 87 88 89
#> -0.359 -0.354 -0.339 -0.323 -0.307 -0.303 -0.304 -0.295 -0.278 -0.260
#> 90 91 92 93 94 95 96 97 98 99
#> -0.247 -0.239 -0.235 -0.223 -0.206 -0.189 -0.167 -0.150 -0.136 -0.113
#> 100 101 102 103
#> -0.083 -0.051 -0.027 -0.010
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.908 0.776 0.670 0.599 0.562 0.536 0.531 0.534 0.570
#> 10 11 12 13 14 15 16 17 18 19
#> 0.610 0.662 0.688 0.613 0.503 0.407 0.346 0.313 0.299 0.299
#> 20 21 22 23 24 25 26 27 28 29
#> 0.303 0.336 0.369 0.412 0.430 0.371 0.280 0.202 0.148 0.109
#> 30 31 32 33 34 35 36 37 38 39
#> 0.085 0.072 0.067 0.084 0.110 0.140 0.149 0.098 0.017 -0.050
#> 40 41 42 43 44 45 46 47 48 49
#> -0.094 -0.127 -0.149 -0.159 -0.163 -0.147 -0.119 -0.095 -0.084 -0.124
#> 50 51 52 53 54 55 56 57 58 59
#> -0.186 -0.234 -0.267 -0.292 -0.309 -0.313 -0.314 -0.295 -0.267 -0.245
#> 60 61 62 63 64 65 66 67 68 69
#> -0.232 -0.258 -0.300 -0.330 -0.348 -0.365 -0.373 -0.369 -0.364 -0.339
#> 70 71 72 73 74 75 76 77 78 79
#> -0.308 -0.279 -0.261 -0.271 -0.294 -0.309 -0.310 -0.317 -0.318 -0.314
#> 80 81 82 83 84 85 86 87 88 89
#> -0.308 -0.289 -0.264 -0.236 -0.222 -0.226 -0.244 -0.257 -0.255 -0.254
#> 90 91 92 93 94 95 96 97 98 99
#> -0.245 -0.234 -0.220 -0.198 -0.169 -0.140 -0.123 -0.110 -0.104 -0.093
#> 100 101 102 103
#> -0.079 -0.068 -0.052 -0.025
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.878 0.741 0.634 0.555 0.518 0.498 0.487 0.493 0.555
#> 10 11 12 13 14 15 16 17 18 19
#> 0.626 0.692 0.692 0.591 0.474 0.381 0.322 0.281 0.267 0.256
#> 20 21 22 23 24 25 26 27 28 29
#> 0.268 0.326 0.387 0.444 0.437 0.350 0.245 0.170 0.121 0.082
#> 30 31 32 33 34 35 36 37 38 39
#> 0.065 0.051 0.056 0.101 0.149 0.185 0.176 0.102 0.013 -0.048
#> 40 41 42 43 44 45 46 47 48 49
#> -0.094 -0.132 -0.150 -0.162 -0.154 -0.114 -0.071 -0.042 -0.050 -0.108
#> 50 51 52 53 54 55 56 57 58 59
#> -0.176 -0.221 -0.253 -0.281 -0.296 -0.300 -0.291 -0.249 -0.214 -0.194
#> 60 61 62 63 64 65 66 67 68 69
#> -0.201 -0.248 -0.294 -0.323 -0.341 -0.359 -0.366 -0.361 -0.341 -0.297
#> 70 71 72 73 74 75 76 77 78 79
#> -0.262 -0.242 -0.245 -0.274 -0.300 -0.317 -0.323 -0.336 -0.334 -0.321
#> 80 81 82 83 84 85 86 87 88 89
#> -0.297 -0.253 -0.229 -0.217 -0.225 -0.241 -0.253 -0.263 -0.262 -0.266
#> 90 91 92 93 94 95 96 97 98 99
#> -0.256 -0.239 -0.209 -0.166 -0.140 -0.128 -0.134 -0.133 -0.131 -0.122
#> 100 101 102 103
#> -0.108 -0.094 -0.075 -0.044
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.922 0.802 0.696 0.625 0.587 0.550 0.515 0.491 0.518
#> 10 11 12 13 14 15 16 17 18 19
#> 0.574 0.646 0.687 0.625 0.527 0.441 0.382 0.349 0.319 0.286
#> 20 21 22 23 24 25 26 27 28 29
#> 0.262 0.285 0.336 0.400 0.434 0.386 0.305 0.233 0.180 0.141
#> 30 31 32 33 34 35 36 37 38 39
#> 0.102 0.061 0.029 0.036 0.070 0.114 0.137 0.100 0.034 -0.023
#> 40 41 42 43 44 45 46 47 48 49
#> -0.067 -0.100 -0.133 -0.167 -0.195 -0.190 -0.162 -0.128 -0.106 -0.131
#> 50 51 52 53 54 55 56 57 58 59
#> -0.176 -0.215 -0.245 -0.271 -0.298 -0.322 -0.343 -0.335 -0.308 -0.279
#> 60 61 62 63 64 65 66 67 68 69
#> -0.254 -0.263 -0.285 -0.304 -0.320 -0.336 -0.354 -0.368 -0.381 -0.368
#> 70 71 72 73 74 75 76 77 78 79
#> -0.342 -0.313 -0.285 -0.276 -0.275 -0.276 -0.276 -0.283 -0.293 -0.303
#> 80 81 82 83 84 85 86 87 88 89
#> -0.313 -0.305 -0.290 -0.273 -0.253 -0.237 -0.226 -0.224 -0.219 -0.219
#> 90 91 92 93 94 95 96 97 98 99
#> -0.220 -0.222 -0.225 -0.214 -0.195 -0.173 -0.148 -0.118 -0.087 -0.065
#> 100 101 102 103
#> -0.047 -0.036 -0.023 -0.010
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.917 0.799 0.700 0.629 0.587 0.538 0.503 0.486 0.516
#> 10 11 12 13 14 15 16 17 18 19
#> 0.576 0.646 0.688 0.624 0.527 0.449 0.388 0.353 0.311 0.278
#> 20 21 22 23 24 25 26 27 28 29
#> 0.261 0.285 0.337 0.400 0.436 0.384 0.303 0.239 0.186 0.145
#> 30 31 32 33 34 35 36 37 38 39
#> 0.098 0.057 0.031 0.039 0.074 0.116 0.140 0.097 0.033 -0.015
#> 40 41 42 43 44 45 46 47 48 49
#> -0.058 -0.092 -0.133 -0.170 -0.192 -0.187 -0.158 -0.125 -0.105 -0.137
#> 50 51 52 53 54 55 56 57 58 59
#> -0.179 -0.209 -0.238 -0.262 -0.297 -0.324 -0.339 -0.332 -0.304 -0.276
#> 60 61 62 63 64 65 66 67 68 69
#> -0.255 -0.270 -0.290 -0.300 -0.311 -0.326 -0.351 -0.368 -0.375 -0.366
#> 70 71 72 73 74 75 76 77 78 79
#> -0.338 -0.311 -0.288 -0.286 -0.285 -0.276 -0.272 -0.275 -0.293 -0.302
#> 80 81 82 83 84 85 86 87 88 89
#> -0.307 -0.304 -0.288 -0.273 -0.258 -0.250 -0.241 -0.223 -0.214 -0.210
#> 90 91 92 93 94 95 96 97 98 99
#> -0.217 -0.222 -0.221 -0.215 -0.194 -0.176 -0.157 -0.137 -0.107 -0.071
#> 100 101 102 103
#> -0.047 -0.033 -0.027 -0.016
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.920 0.816 0.718 0.646 0.623 0.603 0.585 0.563 0.573
#> 10 11 12 13 14 15 16 17 18 19
#> 0.609 0.668 0.705 0.641 0.555 0.474 0.406 0.377 0.351 0.322
#> 20 21 22 23 24 25 26 27 28 29
#> 0.295 0.295 0.317 0.365 0.391 0.338 0.265 0.198 0.141 0.115
#> 30 31 32 33 34 35 36 37 38 39
#> 0.091 0.064 0.043 0.044 0.065 0.103 0.125 0.084 0.025 -0.027
#> 40 41 42 43 44 45 46 47 48 49
#> -0.076 -0.100 -0.125 -0.154 -0.175 -0.179 -0.162 -0.130 -0.109 -0.138
#> 50 51 52 53 54 55 56 57 58 59
#> -0.180 -0.217 -0.252 -0.270 -0.290 -0.309 -0.324 -0.323 -0.304 -0.276
#> 60 61 62 63 64 65 66 67 68 69
#> -0.250 -0.265 -0.285 -0.305 -0.327 -0.334 -0.347 -0.362 -0.373 -0.369
#> 70 71 72 73 74 75 76 77 78 79
#> -0.351 -0.323 -0.297 -0.301 -0.312 -0.323 -0.336 -0.335 -0.338 -0.345
#> 80 81 82 83 84 85 86 87 88 89
#> -0.349 -0.342 -0.323 -0.292 -0.258 -0.240 -0.233 -0.228 -0.230 -0.221
#> 90 91 92 93 94 95 96 97 98 99
#> -0.216 -0.216 -0.212 -0.204 -0.185 -0.158 -0.122 -0.095 -0.079 -0.066
#> 100 101 102 103
#> -0.060 -0.045 -0.028 -0.017
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.922 0.802 0.696 0.625 0.587 0.550 0.515 0.491 0.518
#> 10 11 12 13 14 15 16 17 18 19
#> 0.574 0.646 0.687 0.625 0.527 0.441 0.382 0.349 0.319 0.286
#> 20 21 22 23 24 25 26 27 28 29
#> 0.262 0.285 0.336 0.400 0.434 0.386 0.305 0.233 0.180 0.141
#> 30 31 32 33 34 35 36 37 38 39
#> 0.102 0.061 0.029 0.036 0.070 0.114 0.137 0.100 0.034 -0.023
#> 40 41 42 43 44 45 46 47 48 49
#> -0.067 -0.100 -0.133 -0.167 -0.195 -0.190 -0.162 -0.128 -0.106 -0.131
#> 50 51 52 53 54 55 56 57 58 59
#> -0.176 -0.215 -0.245 -0.271 -0.298 -0.322 -0.343 -0.335 -0.308 -0.279
#> 60 61 62 63 64 65 66 67 68 69
#> -0.254 -0.263 -0.285 -0.304 -0.320 -0.336 -0.354 -0.368 -0.381 -0.368
#> 70 71 72 73 74 75 76 77 78 79
#> -0.342 -0.313 -0.285 -0.276 -0.275 -0.276 -0.276 -0.283 -0.293 -0.303
#> 80 81 82 83 84 85 86 87 88 89
#> -0.313 -0.305 -0.290 -0.273 -0.253 -0.237 -0.226 -0.224 -0.219 -0.219
#> 90 91 92 93 94 95 96 97 98 99
#> -0.220 -0.222 -0.225 -0.214 -0.195 -0.173 -0.148 -0.118 -0.087 -0.065
#> 100 101 102 103
#> -0.047 -0.036 -0.023 -0.010
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.912 0.819 0.742 0.675 0.651 0.630 0.604 0.606 0.634
#> 10 11 12 13 14 15 16 17 18 19
#> 0.663 0.686 0.679 0.597 0.515 0.447 0.381 0.359 0.335 0.311
#> 20 21 22 23 24 25 26 27 28 29
#> 0.312 0.334 0.358 0.377 0.366 0.297 0.229 0.173 0.120 0.097
#> 30 31 32 33 34 35 36 37 38 39
#> 0.072 0.047 0.052 0.071 0.094 0.109 0.099 0.045 -0.006 -0.048
#> 40 41 42 43 44 45 46 47 48 49
#> -0.089 -0.103 -0.120 -0.134 -0.130 -0.108 -0.081 -0.067 -0.073 -0.117
#> 50 51 52 53 54 55 56 57 58 59
#> -0.158 -0.187 -0.222 -0.232 -0.248 -0.264 -0.263 -0.243 -0.223 -0.217
#> 60 61 62 63 64 65 66 67 68 69
#> -0.223 -0.258 -0.292 -0.318 -0.346 -0.353 -0.361 -0.374 -0.368 -0.344
#> 70 71 72 73 74 75 76 77 78 79
#> -0.320 -0.311 -0.312 -0.338 -0.354 -0.360 -0.372 -0.372 -0.372 -0.374
#> 80 81 82 83 84 85 86 87 88 89
#> -0.356 -0.325 -0.297 -0.281 -0.278 -0.288 -0.294 -0.291 -0.296 -0.284
#> 90 91 92 93 94 95 96 97 98 99
#> -0.273 -0.264 -0.231 -0.191 -0.157 -0.136 -0.127 -0.125 -0.110 -0.095
#> 100 101 102 103
#> -0.089 -0.071 -0.054 -0.036
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.913 0.797 0.693 0.625 0.595 0.583 0.582 0.583 0.612
#> 10 11 12 13 14 15 16 17 18 19
#> 0.640 0.681 0.700 0.632 0.537 0.454 0.393 0.361 0.339 0.326
#> 20 21 22 23 24 25 26 27 28 29
#> 0.319 0.336 0.357 0.390 0.400 0.341 0.257 0.184 0.131 0.099
#> 30 31 32 33 34 35 36 37 38 39
#> 0.080 0.071 0.067 0.079 0.101 0.127 0.134 0.085 0.014 -0.044
#> 40 41 42 43 44 45 46 47 48 49
#> -0.090 -0.123 -0.145 -0.156 -0.164 -0.154 -0.132 -0.113 -0.106 -0.144
#> 50 51 52 53 54 55 56 57 58 59
#> -0.198 -0.240 -0.271 -0.295 -0.311 -0.317 -0.321 -0.305 -0.278 -0.258
#> 60 61 62 63 64 65 66 67 68 69
#> -0.245 -0.271 -0.306 -0.331 -0.344 -0.356 -0.363 -0.364 -0.364 -0.347
#> 70 71 72 73 74 75 76 77 78 79
#> -0.320 -0.294 -0.279 -0.294 -0.322 -0.340 -0.347 -0.351 -0.349 -0.344
#> 80 81 82 83 84 85 86 87 88 89
#> -0.340 -0.318 -0.289 -0.259 -0.240 -0.237 -0.244 -0.243 -0.243 -0.241
#> 90 91 92 93 94 95 96 97 98 99
#> -0.234 -0.225 -0.214 -0.192 -0.159 -0.127 -0.106 -0.098 -0.096 -0.091
#> 100 101 102 103
#> -0.081 -0.071 -0.050 -0.025
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.941 0.853 0.777 0.718 0.682 0.647 0.603 0.571 0.577
#> 10 11 12 13 14 15 16 17 18 19
#> 0.602 0.639 0.657 0.606 0.531 0.467 0.415 0.380 0.347 0.307
#> 20 21 22 23 24 25 26 27 28 29
#> 0.277 0.280 0.300 0.331 0.343 0.300 0.238 0.187 0.146 0.115
#> 30 31 32 33 34 35 36 37 38 39
#> 0.084 0.050 0.025 0.028 0.046 0.069 0.083 0.054 0.010 -0.025
#> 40 41 42 43 44 45 46 47 48 49
#> -0.053 -0.078 -0.102 -0.129 -0.148 -0.139 -0.116 -0.092 -0.079 -0.095
#> 50 51 52 53 54 55 56 57 58 59
#> -0.124 -0.146 -0.165 -0.188 -0.213 -0.243 -0.268 -0.267 -0.257 -0.246
#> 60 61 62 63 64 65 66 67 68 69
#> -0.239 -0.252 -0.276 -0.294 -0.309 -0.324 -0.340 -0.362 -0.379 -0.376
#> 70 71 72 73 74 75 76 77 78 79
#> -0.361 -0.345 -0.332 -0.331 -0.337 -0.339 -0.343 -0.351 -0.358 -0.367
#> 80 81 82 83 84 85 86 87 88 89
#> -0.373 -0.361 -0.345 -0.326 -0.306 -0.291 -0.280 -0.270 -0.262 -0.259
#> 90 91 92 93 94 95 96 97 98 99
#> -0.255 -0.252 -0.248 -0.229 -0.207 -0.184 -0.156 -0.124 -0.091 -0.067
#> 100 101 102 103
#> -0.048 -0.036 -0.023 -0.010
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.910 0.765 0.635 0.546 0.504 0.477 0.472 0.476 0.514
#> 10 11 12 13 14 15 16 17 18 19
#> 0.579 0.663 0.701 0.621 0.496 0.388 0.317 0.279 0.255 0.243
#> 20 21 22 23 24 25 26 27 28 29
#> 0.247 0.281 0.338 0.410 0.440 0.370 0.260 0.167 0.105 0.074
#> 30 31 32 33 34 35 36 37 38 39
#> 0.058 0.047 0.049 0.072 0.115 0.170 0.193 0.135 0.044 -0.033
#> 40 41 42 43 44 45 46 47 48 49
#> -0.088 -0.117 -0.133 -0.146 -0.146 -0.129 -0.096 -0.051 -0.031 -0.074
#> 50 51 52 53 54 55 56 57 58 59
#> -0.142 -0.199 -0.240 -0.258 -0.268 -0.272 -0.272 -0.258 -0.235 -0.201
#> 60 61 62 63 64 65 66 67 68 69
#> -0.185 -0.220 -0.267 -0.308 -0.333 -0.339 -0.340 -0.332 -0.324 -0.308
#> 70 71 72 73 74 75 76 77 78 79
#> -0.287 -0.258 -0.242 -0.264 -0.294 -0.320 -0.333 -0.333 -0.323 -0.306
#> 80 81 82 83 84 85 86 87 88 89
#> -0.292 -0.278 -0.264 -0.244 -0.232 -0.243 -0.255 -0.263 -0.262 -0.254
#> 90 91 92 93 94 95 96 97 98 99
#> -0.236 -0.215 -0.198 -0.185 -0.174 -0.155 -0.142 -0.141 -0.143 -0.136
#> 100 101 102 103
#> -0.123 -0.096 -0.058 -0.024
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.925 0.823 0.732 0.664 0.621 0.585 0.552 0.540 0.564
#> 10 11 12 13 14 15 16 17 18 19
#> 0.608 0.674 0.704 0.644 0.556 0.480 0.416 0.371 0.329 0.290
#> 20 21 22 23 24 25 26 27 28 29
#> 0.270 0.283 0.315 0.366 0.387 0.334 0.265 0.205 0.156 0.118
#> 30 31 32 33 34 35 36 37 38 39
#> 0.080 0.044 0.026 0.033 0.058 0.099 0.120 0.079 0.025 -0.019
#> 40 41 42 43 44 45 46 47 48 49
#> -0.054 -0.085 -0.119 -0.152 -0.169 -0.163 -0.146 -0.114 -0.100 -0.133
#> 50 51 52 53 54 55 56 57 58 59
#> -0.172 -0.197 -0.219 -0.241 -0.270 -0.297 -0.311 -0.303 -0.286 -0.258
#> 60 61 62 63 64 65 66 67 68 69
#> -0.244 -0.265 -0.287 -0.294 -0.302 -0.314 -0.333 -0.357 -0.368 -0.364
#> 70 71 72 73 74 75 76 77 78 79
#> -0.352 -0.328 -0.313 -0.324 -0.332 -0.329 -0.321 -0.320 -0.327 -0.343
#> 80 81 82 83 84 85 86 87 88 89
#> -0.346 -0.338 -0.324 -0.300 -0.283 -0.281 -0.270 -0.249 -0.227 -0.212
#> 90 91 92 93 94 95 96 97 98 99
#> -0.210 -0.213 -0.209 -0.198 -0.186 -0.164 -0.149 -0.139 -0.118 -0.087
#> 100 101 102 103
#> -0.051 -0.031 -0.018 -0.013
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.891 0.753 0.648 0.575 0.539 0.510 0.508 0.508 0.549
#> 10 11 12 13 14 15 16 17 18 19
#> 0.617 0.684 0.713 0.620 0.502 0.411 0.350 0.317 0.294 0.290
#> 20 21 22 23 24 25 26 27 28 29
#> 0.291 0.320 0.375 0.427 0.443 0.366 0.263 0.186 0.136 0.102
#> 30 31 32 33 34 35 36 37 38 39
#> 0.072 0.063 0.061 0.081 0.126 0.165 0.174 0.111 0.021 -0.043
#> 40 41 42 43 44 45 46 47 48 49
#> -0.087 -0.119 -0.145 -0.151 -0.154 -0.140 -0.104 -0.077 -0.071 -0.120
#> 50 51 52 53 54 55 56 57 58 59
#> -0.191 -0.236 -0.266 -0.291 -0.308 -0.304 -0.301 -0.282 -0.250 -0.229
#> 60 61 62 63 64 65 66 67 68 69
#> -0.220 -0.254 -0.301 -0.326 -0.343 -0.355 -0.362 -0.346 -0.333 -0.312
#> 70 71 72 73 74 75 76 77 78 79
#> -0.282 -0.265 -0.256 -0.279 -0.308 -0.319 -0.325 -0.332 -0.331 -0.312
#> 80 81 82 83 84 85 86 87 88 89
#> -0.292 -0.272 -0.248 -0.235 -0.227 -0.239 -0.257 -0.262 -0.259 -0.254
#> 90 91 92 93 94 95 96 97 98 99
#> -0.244 -0.219 -0.190 -0.171 -0.150 -0.142 -0.136 -0.136 -0.139 -0.126
#> 100 101 102 103
#> -0.114 -0.099 -0.080 -0.042
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.911 0.788 0.682 0.605 0.569 0.549 0.538 0.530 0.545
#> 10 11 12 13 14 15 16 17 18 19
#> 0.585 0.649 0.689 0.620 0.510 0.420 0.356 0.326 0.311 0.303
#> 20 21 22 23 24 25 26 27 28 29
#> 0.301 0.313 0.346 0.398 0.434 0.381 0.290 0.216 0.158 0.122
#> 30 31 32 33 34 35 36 37 38 39
#> 0.096 0.077 0.060 0.062 0.084 0.122 0.148 0.101 0.022 -0.040
#> 40 41 42 43 44 45 46 47 48 49
#> -0.089 -0.118 -0.139 -0.155 -0.169 -0.167 -0.147 -0.113 -0.089 -0.123
#> 50 51 52 53 54 55 56 57 58 59
#> -0.182 -0.228 -0.264 -0.287 -0.302 -0.311 -0.320 -0.314 -0.295 -0.263
#> 60 61 62 63 64 65 66 67 68 69
#> -0.235 -0.255 -0.292 -0.321 -0.343 -0.355 -0.365 -0.365 -0.366 -0.356
#> 70 71 72 73 74 75 76 77 78 79
#> -0.332 -0.297 -0.265 -0.267 -0.285 -0.296 -0.300 -0.303 -0.307 -0.305
#> 80 81 82 83 84 85 86 87 88 89
#> -0.307 -0.303 -0.284 -0.254 -0.224 -0.223 -0.235 -0.244 -0.245 -0.242
#> 90 91 92 93 94 95 96 97 98 99
#> -0.237 -0.227 -0.220 -0.211 -0.190 -0.159 -0.123 -0.103 -0.092 -0.085
#> 100 101 102 103
#> -0.071 -0.056 -0.039 -0.020
knitr::kable(comp)| x | |
|---|---|
| embed2_incircle_1 | 0.0000000 |
| embed2_incircle_2 | 0.0000000 |
| ac_9 | 0.6709483 |
| firstmin_ac | 8.0000000 |
| trev_num | -4902.1958042 |
| motiftwo_entro3 | 1.1302445 |
| walker_propcross | 0.2027972 |
| localsimple_mean1 | 2.0000000 |
| localsimple_lfitac | 3.0000000 |
| sampen_first | Inf |
| std1st_der | 33.7542815 |
| spreadrandomlocal_meantaul_50 | 12.4200000 |
| spreadrandomlocal_meantaul_ac2 | 38.9300000 |
| histogram_mode_10 | 125.0000000 |
| outlierinclude_mdrmd | 0.4166667 |
| fluctanal_prop_r1 | 0.7692308 |
embed2_incircle
embed2_incircle gives proportion of points inside a given circular boundary in a 2-d embedding space.
embed2_incircle(AirPassengers, boundary = 1e5)
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0.0000 0.0833 0.1667 0.2500 0.3333 0.4167 0.5000 0.5833 0.6667
#> 1.000 0.948 0.876 0.807 0.753 0.714 0.682 0.663 0.656
#> 0.7500 0.8333 0.9167 1.0000 1.0833 1.1667 1.2500 1.3333 1.4167
#> 0.671 0.703 0.743 0.760 0.713 0.646 0.586 0.538 0.500
#> 1.5000 1.5833 1.6667 1.7500 1.8333 1.9167 2.0000 2.0833 2.1667
#> 0.469 0.450 0.442 0.457 0.482 0.517 0.532 0.494 0.438
#> 2.2500 2.3333 2.4167 2.5000 2.5833 2.6667 2.7500 2.8333 2.9167
#> 0.388 0.348 0.315 0.288 0.271 0.264 0.277 0.299 0.326
#> 3.0000 3.0833 3.1667 3.2500 3.3333 3.4167 3.5000 3.5833 3.6667
#> 0.337 0.303 0.254 0.211 0.172 0.138 0.111 0.091 0.082
#> 3.7500 3.8333 3.9167 4.0000 4.0833 4.1667 4.2500 4.3333 4.4167
#> 0.089 0.104 0.124 0.133 0.104 0.062 0.029 -0.001 -0.028
#> 4.5000 4.5833 4.6667 4.7500 4.8333 4.9167 5.0000 5.0833 5.1667
#> -0.053 -0.071 -0.080 -0.075 -0.064 -0.051 -0.047 -0.074 -0.111
#> 5.2500 5.3333 5.4167 5.5000 5.5833 5.6667 5.7500 5.8333 5.9167
#> -0.139 -0.165 -0.188 -0.210 -0.223 -0.229 -0.224 -0.215 -0.204
#> 6.0000 6.0833 6.1667 6.2500 6.3333 6.4167 6.5000 6.5833 6.6667
#> -0.199 -0.218 -0.244 -0.263 -0.280 -0.297 -0.311 -0.317 -0.317
#> 6.7500 6.8333 6.9167 7.0000 7.0833 7.1667 7.2500 7.3333 7.4167
#> -0.309 -0.299 -0.288 -0.281 -0.293 -0.311 -0.322 -0.332 -0.343
#> 7.5000 7.5833 7.6667 7.7500 7.8333 7.9167 8.0000 8.0833 8.1667
#> -0.351 -0.354 -0.352 -0.346 -0.339 -0.331 -0.326 -0.335 -0.349
#> 8.2500 8.3333 8.4167 8.5000 8.5833 8.6667 8.7500 8.8333 8.9167
#> -0.355 -0.359 -0.364 -0.365 -0.361 -0.353 -0.342 -0.332 -0.326
#> 9.0000 9.0833 9.1667 9.2500 9.3333 9.4167 9.5000 9.5833 9.6667
#> -0.320 -0.323 -0.330 -0.331 -0.333 -0.335 -0.333 -0.324 -0.311
#> 9.7500 9.8333 9.9167 10.0000 10.0833 10.1667 10.2500 10.3333 10.4167
#> -0.301 -0.293 -0.287 -0.282 -0.280 -0.281 -0.276 -0.270 -0.265
#> 10.5000 10.5833 10.6667 10.7500 10.8333 10.9167 11.0000 11.0833 11.1667
#> -0.256 -0.239 -0.217 -0.202 -0.190 -0.182 -0.170 -0.161 -0.153
#> 11.2500 11.3333 11.4167 11.5000 11.5833 11.6667 11.7500 11.8333 11.9167
#> -0.144 -0.132 -0.119 -0.103 -0.077 -0.052 -0.034 -0.021 -0.012
#> [1] 0.2608696ac_9
ac_9 is just the autocorrelation at lag 9, included here for completion and consistency.
firstmin_ac
firstmin_ac returns the time of first minimum in the autocorrelation function.
firstzero_ac
firstzero_ac returns the first zero crossing of the autocorrelation function.
firstzero_ac(AirPassengers)
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0.0000 0.0833 0.1667 0.2500 0.3333 0.4167 0.5000 0.5833 0.6667
#> 1.000 0.948 0.876 0.807 0.753 0.714 0.682 0.663 0.656
#> 0.7500 0.8333 0.9167 1.0000 1.0833 1.1667 1.2500 1.3333 1.4167
#> 0.671 0.703 0.743 0.760 0.713 0.646 0.586 0.538 0.500
#> 1.5000 1.5833 1.6667 1.7500 1.8333 1.9167 2.0000 2.0833 2.1667
#> 0.469 0.450 0.442 0.457 0.482 0.517 0.532 0.494 0.438
#> 2.2500 2.3333 2.4167 2.5000 2.5833 2.6667 2.7500 2.8333 2.9167
#> 0.388 0.348 0.315 0.288 0.271 0.264 0.277 0.299 0.326
#> 3.0000 3.0833 3.1667 3.2500 3.3333 3.4167 3.5000 3.5833 3.6667
#> 0.337 0.303 0.254 0.211 0.172 0.138 0.111 0.091 0.082
#> 3.7500 3.8333 3.9167 4.0000 4.0833 4.1667 4.2500 4.3333 4.4167
#> 0.089 0.104 0.124 0.133 0.104 0.062 0.029 -0.001 -0.028
#> 4.5000 4.5833 4.6667 4.7500 4.8333 4.9167 5.0000 5.0833 5.1667
#> -0.053 -0.071 -0.080 -0.075 -0.064 -0.051 -0.047 -0.074 -0.111
#> 5.2500 5.3333 5.4167 5.5000 5.5833 5.6667 5.7500 5.8333 5.9167
#> -0.139 -0.165 -0.188 -0.210 -0.223 -0.229 -0.224 -0.215 -0.204
#> 6.0000 6.0833 6.1667 6.2500 6.3333 6.4167 6.5000 6.5833 6.6667
#> -0.199 -0.218 -0.244 -0.263 -0.280 -0.297 -0.311 -0.317 -0.317
#> 6.7500 6.8333 6.9167 7.0000 7.0833 7.1667 7.2500 7.3333 7.4167
#> -0.309 -0.299 -0.288 -0.281 -0.293 -0.311 -0.322 -0.332 -0.343
#> 7.5000 7.5833 7.6667 7.7500 7.8333 7.9167 8.0000 8.0833 8.1667
#> -0.351 -0.354 -0.352 -0.346 -0.339 -0.331 -0.326 -0.335 -0.349
#> 8.2500 8.3333 8.4167 8.5000 8.5833 8.6667 8.7500 8.8333 8.9167
#> -0.355 -0.359 -0.364 -0.365 -0.361 -0.353 -0.342 -0.332 -0.326
#> 9.0000 9.0833 9.1667 9.2500 9.3333 9.4167 9.5000 9.5833 9.6667
#> -0.320 -0.323 -0.330 -0.331 -0.333 -0.335 -0.333 -0.324 -0.311
#> 9.7500 9.8333 9.9167 10.0000 10.0833 10.1667 10.2500 10.3333 10.4167
#> -0.301 -0.293 -0.287 -0.282 -0.280 -0.281 -0.276 -0.270 -0.265
#> 10.5000 10.5833 10.6667 10.7500 10.8333 10.9167 11.0000 11.0833 11.1667
#> -0.256 -0.239 -0.217 -0.202 -0.190 -0.182 -0.170 -0.161 -0.153
#> 11.2500 11.3333 11.4167 11.5000 11.5833 11.6667 11.7500 11.8333 11.9167
#> -0.144 -0.132 -0.119 -0.103 -0.077 -0.052 -0.034 -0.021 -0.012
#> [1] 52trev_num
trev_num returns the numerator of the trev function of a time series, a normalized nonlinear autocorrelation. The time lag is set to 1.
motiftwo_entro3
Local motifs in a binary symbolization of the time series. Coarse-graining is performed. Time-series values above its mean are given 1, and those below the mean are 0. motiftwo_entro3 returns the entropy of words in the binary alphabet of length 3.
binarize_mean
binarize_mean converts an input vector into a binarized version. Time-series values above its mean are given 1, and those below the mean are 0.
walker_propcross
Simulates a hypothetical walker moving through the time domain. The hypothetical particle (or ‘walker’) moves in response to values of the time series at each point. The walker narrows the gap between its value and that of the time series by 10. walker_propcross returns the fraction of time series length that walker crosses time series.
localsimple_taures
Simple predictors using the past trainLength values of the time series to predict its next value. localsimple_taures returns the first zero crossing of the autocorrelation function of the residuals from this Simple local time-series forecasting.
localsimple_taures(AirPassengers)
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.303 -0.102 -0.241 -0.300 -0.094 -0.078 -0.092 -0.295 -0.192
#> 10 11 12 13 14 15 16 17 18 19
#> -0.105 0.283 0.829 0.285 -0.106 -0.222 -0.231 -0.062 -0.066 -0.090
#> 20 21 22 23 24 25 26 27 28 29
#> -0.297 -0.163 -0.083 0.256 0.701 0.257 -0.098 -0.196 -0.174 -0.069
#> 30 31 32 33 34 35 36 37 38 39
#> -0.042 -0.078 -0.247 -0.157 -0.047 0.195 0.580 0.235 -0.106 -0.132
#> 40 41 42 43 44 45 46 47 48 49
#> -0.122 -0.053 -0.035 -0.075 -0.227 -0.138 -0.035 0.151 0.486 0.193
#> 50 51 52 53 54 55 56 57 58 59
#> -0.100 -0.097 -0.089 -0.027 -0.031 -0.059 -0.208 -0.114 -0.014 0.113
#> 60 61 62 63 64 65 66 67 68 69
#> 0.410 0.135 -0.095 -0.070 -0.064 -0.007 -0.031 -0.055 -0.178 -0.095
#> 70 71 72 73 74 75 76 77 78 79
#> -0.012 0.099 0.323 0.104 -0.082 -0.058 -0.030 0.004 -0.031 -0.049
#> 80 81 82 83 84 85 86 87 88 89
#> -0.147 -0.071 -0.009 0.084 0.241 0.080 -0.065 -0.048 -0.009 0.020
#> 90 91 92 93 94 95 96 97 98 99
#> -0.008 -0.049 -0.113 -0.080 0.007 0.066 0.182 0.065 -0.052 -0.057
#> 100 101 102 103 104 105 106 107 108 109
#> -0.005 0.018 0.005 -0.031 -0.085 -0.063 0.003 0.052 0.123 0.051
#> 110 111 112 113 114 115 116 117 118 119
#> -0.049 -0.032 0.007 0.019 -0.011 -0.022 -0.070 -0.032 0.008 0.030
#> 120 121 122 123 124 125 126 127 128 129
#> 0.083 0.034 -0.035 -0.030 0.010 0.009 0.000 -0.022 -0.033 -0.012
#> 130 131 132 133 134 135 136 137 138 139
#> 0.010 0.010 0.035 0.015 -0.011 -0.010 0.006 0.004 0.001 -0.006
#> 140 141 142
#> -0.008 0.001 0.001
#> [1] 2sampen_first and sampenc
sampen_first returns the first Sample Entropy of a time series where the embedding dimension is set to 5 and the threshold is set to 0.3. sampenc is the underlying function to calculate the first sample entropy with optional dimension and threshold settings.
std1st_der
std1st_der returns the standard deviation of the first derivative of the time series.
spreadrandomlocal_meantaul
100 time-series segments of length l are selected at random from the time series and the mean of the first zero-crossings of the autocorrelation function in each segment is calculated using spreadrandomlocal_meantaul.
spreadrandomlocal_meantaul(AirPassengers)
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.804 0.540 0.356 0.230 0.136 0.071 0.052 0.040 0.117
#> 10 11 12 13 14 15 16 17 18 19
#> 0.252 0.381 0.449 0.319 0.145 0.028 -0.061 -0.138 -0.191 -0.179
#> 20 21 22 23 24 25 26 27 28 29
#> -0.181 -0.103 0.028 0.138 0.189 0.113 0.018 -0.042 -0.099 -0.173
#> 30 31 32 33 34 35 36 37 38 39
#> -0.231 -0.251 -0.281 -0.253 -0.175 -0.110 -0.080 -0.121 -0.176 -0.213
#> 40 41 42 43 44 45 46 47 48 49
#> -0.219 -0.236 -0.258 -0.266 -0.268 -0.234 -0.163 -0.107 -0.066 -0.031
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.801 0.513 0.264 0.083 0.019 -0.015 -0.050 -0.032 0.103
#> 10 11 12 13 14 15 16 17 18 19
#> 0.284 0.483 0.581 0.428 0.221 0.037 -0.109 -0.167 -0.213 -0.257
#> 20 21 22 23 24 25 26 27 28 29
#> -0.243 -0.145 -0.004 0.141 0.208 0.107 -0.028 -0.147 -0.249 -0.278
#> 30 31 32 33 34 35 36 37 38 39
#> -0.309 -0.340 -0.318 -0.238 -0.122 -0.023 0.020 -0.033 -0.097 -0.149
#> 40 41 42 43 44 45 46 47 48 49
#> -0.200 -0.207 -0.224 -0.232 -0.202 -0.130 -0.041 -0.002 0.014 -0.001
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.798 0.573 0.438 0.307 0.225 0.209 0.174 0.177 0.274
#> 10 11 12 13 14 15 16 17 18 19
#> 0.387 0.490 0.490 0.322 0.152 0.052 -0.049 -0.116 -0.140 -0.177
#> 20 21 22 23 24 25 26 27 28 29
#> -0.179 -0.101 -0.024 0.047 0.040 -0.085 -0.179 -0.227 -0.282 -0.319
#> 30 31 32 33 34 35 36 37 38 39
#> -0.333 -0.344 -0.327 -0.263 -0.193 -0.140 -0.142 -0.200 -0.223 -0.216
#> 40 41 42 43 44 45 46 47 48 49
#> -0.220 -0.236 -0.217 -0.203 -0.180 -0.130 -0.077 -0.045 -0.051 -0.040
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.860 0.636 0.442 0.285 0.209 0.156 0.112 0.118 0.182
#> 10 11 12 13 14 15 16 17 18 19
#> 0.287 0.436 0.511 0.406 0.241 0.093 -0.025 -0.098 -0.156 -0.201
#> 20 21 22 23 24 25 26 27 28 29
#> -0.206 -0.161 -0.080 0.030 0.088 0.026 -0.078 -0.169 -0.242 -0.294
#> 30 31 32 33 34 35 36 37 38 39
#> -0.332 -0.358 -0.344 -0.302 -0.230 -0.138 -0.082 -0.093 -0.132 -0.165
#> 40 41 42 43 44 45 46 47 48 49
#> -0.198 -0.223 -0.248 -0.263 -0.249 -0.222 -0.172 -0.102 -0.046 -0.011
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.734 0.391 0.097 -0.063 -0.101 -0.157 -0.167 -0.091 0.081
#> 10 11 12 13 14 15 16 17 18 19
#> 0.292 0.474 0.540 0.356 0.107 -0.084 -0.200 -0.211 -0.236 -0.230
#> 20 21 22 23 24 25 26 27 28 29
#> -0.159 -0.034 0.117 0.215 0.236 0.100 -0.053 -0.151 -0.199 -0.205
#> 30 31 32 33 34 35 36 37 38 39
#> -0.218 -0.232 -0.187 -0.109 -0.050 -0.011 -0.017 -0.085 -0.144 -0.157
#> 40 41 42 43 44 45 46 47 48 49
#> -0.153 -0.124 -0.115 -0.121 -0.067 -0.013 0.002 -0.015 -0.037 -0.046
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.856 0.677 0.548 0.504 0.494 0.470 0.380 0.308 0.296
#> 10 11 12 13 14 15 16 17 18 19
#> 0.339 0.396 0.406 0.282 0.136 0.060 0.016 0.000 -0.045 -0.108
#> 20 21 22 23 24 25 26 27 28 29
#> -0.154 -0.148 -0.133 -0.114 -0.125 -0.206 -0.296 -0.327 -0.320 -0.306
#> 30 31 32 33 34 35 36 37 38 39
#> -0.320 -0.346 -0.349 -0.326 -0.289 -0.275 -0.268 -0.286 -0.293 -0.277
#> 40 41 42 43 44 45 46 47 48 49
#> -0.251 -0.235 -0.209 -0.182 -0.136 -0.101 -0.076 -0.077 -0.060 -0.032
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.775 0.540 0.403 0.267 0.175 0.146 0.114 0.116 0.232
#> 10 11 12 13 14 15 16 17 18 19
#> 0.351 0.463 0.478 0.297 0.139 0.056 -0.039 -0.118 -0.154 -0.187
#> 20 21 22 23 24 25 26 27 28 29
#> -0.188 -0.104 -0.013 0.063 0.059 -0.062 -0.145 -0.181 -0.225 -0.286
#> 30 31 32 33 34 35 36 37 38 39
#> -0.294 -0.308 -0.301 -0.231 -0.162 -0.109 -0.123 -0.166 -0.177 -0.171
#> 40 41 42 43 44 45 46 47 48 49
#> -0.188 -0.222 -0.221 -0.209 -0.195 -0.147 -0.091 -0.053 -0.060 -0.042
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.818 0.576 0.403 0.273 0.189 0.110 0.052 0.045 0.146
#> 10 11 12 13 14 15 16 17 18 19
#> 0.237 0.344 0.409 0.290 0.128 0.008 -0.057 -0.103 -0.154 -0.191
#> 20 21 22 23 24 25 26 27 28 29
#> -0.181 -0.074 0.012 0.091 0.129 0.058 -0.042 -0.117 -0.141 -0.181
#> 30 31 32 33 34 35 36 37 38 39
#> -0.234 -0.267 -0.252 -0.191 -0.153 -0.134 -0.134 -0.173 -0.229 -0.268
#> 40 41 42 43 44 45 46 47 48 49
#> -0.257 -0.250 -0.259 -0.246 -0.193 -0.120 -0.070 -0.054 -0.059 -0.033
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.840 0.618 0.433 0.285 0.196 0.143 0.109 0.092 0.156
#> 10 11 12 13 14 15 16 17 18 19
#> 0.275 0.412 0.497 0.402 0.248 0.127 0.019 -0.051 -0.109 -0.162
#> 20 21 22 23 24 25 26 27 28 29
#> -0.205 -0.164 -0.079 0.024 0.083 0.021 -0.100 -0.187 -0.263 -0.309
#> 30 31 32 33 34 35 36 37 38 39
#> -0.322 -0.335 -0.347 -0.310 -0.219 -0.123 -0.059 -0.078 -0.133 -0.164
#> 40 41 42 43 44 45 46 47 48 49
#> -0.204 -0.247 -0.257 -0.275 -0.283 -0.242 -0.157 -0.076 -0.023 0.000
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.817 0.508 0.220 0.020 -0.072 -0.136 -0.150 -0.143 -0.023
#> 10 11 12 13 14 15 16 17 18 19
#> 0.189 0.436 0.590 0.469 0.239 0.024 -0.125 -0.197 -0.240 -0.248
#> 20 21 22 23 24 25 26 27 28 29
#> -0.243 -0.158 0.006 0.195 0.318 0.256 0.111 -0.031 -0.133 -0.195
#> 30 31 32 33 34 35 36 37 38 39
#> -0.244 -0.265 -0.279 -0.239 -0.136 -0.015 0.070 0.048 -0.026 -0.103
#> 40 41 42 43 44 45 46 47 48 49
#> -0.163 -0.200 -0.231 -0.240 -0.248 -0.228 -0.168 -0.094 -0.034 -0.008
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.829 0.604 0.428 0.303 0.231 0.178 0.157 0.148 0.213
#> 10 11 12 13 14 15 16 17 18 19
#> 0.337 0.465 0.511 0.380 0.202 0.065 -0.033 -0.095 -0.142 -0.167
#> 20 21 22 23 24 25 26 27 28 29
#> -0.177 -0.135 -0.040 0.051 0.082 -0.002 -0.123 -0.206 -0.263 -0.306
#> 30 31 32 33 34 35 36 37 38 39
#> -0.336 -0.339 -0.337 -0.295 -0.215 -0.145 -0.108 -0.142 -0.191 -0.217
#> 40 41 42 43 44 45 46 47 48 49
#> -0.237 -0.253 -0.267 -0.242 -0.228 -0.190 -0.123 -0.073 -0.037 -0.021
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.845 0.601 0.416 0.273 0.205 0.173 0.146 0.153 0.220
#> 10 11 12 13 14 15 16 17 18 19
#> 0.303 0.406 0.465 0.348 0.167 0.028 -0.079 -0.131 -0.151 -0.159
#> 20 21 22 23 24 25 26 27 28 29
#> -0.143 -0.096 -0.047 0.008 0.043 -0.035 -0.154 -0.235 -0.299 -0.326
#> 30 31 32 33 34 35 36 37 38 39
#> -0.324 -0.303 -0.264 -0.222 -0.195 -0.174 -0.150 -0.180 -0.232 -0.249
#> 40 41 42 43 44 45 46 47 48 49
#> -0.260 -0.258 -0.225 -0.165 -0.096 -0.047 -0.033 -0.038 -0.024 -0.006
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.755 0.398 0.091 -0.067 -0.085 -0.078 -0.041 -0.016 0.113
#> 10 11 12 13 14 15 16 17 18 19
#> 0.255 0.424 0.532 0.370 0.123 -0.075 -0.173 -0.178 -0.178 -0.169
#> 20 21 22 23 24 25 26 27 28 29
#> -0.163 -0.097 -0.013 0.086 0.160 0.064 -0.096 -0.212 -0.242 -0.205
#> 30 31 32 33 34 35 36 37 38 39
#> -0.181 -0.160 -0.153 -0.121 -0.083 -0.056 -0.030 -0.083 -0.169 -0.206
#> 40 41 42 43 44 45 46 47 48 49
#> -0.177 -0.100 -0.058 -0.019 -0.008 -0.009 -0.025 -0.060 -0.052 -0.032
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.857 0.651 0.456 0.307 0.219 0.152 0.126 0.106 0.166
#> 10 11 12 13 14 15 16 17 18 19
#> 0.271 0.405 0.496 0.415 0.273 0.144 0.035 -0.037 -0.101 -0.147
#> 20 21 22 23 24 25 26 27 28 29
#> -0.190 -0.168 -0.091 0.003 0.078 0.027 -0.082 -0.178 -0.254 -0.299
#> 30 31 32 33 34 35 36 37 38 39
#> -0.333 -0.344 -0.354 -0.325 -0.247 -0.158 -0.077 -0.082 -0.119 -0.161
#> 40 41 42 43 44 45 46 47 48 49
#> -0.200 -0.234 -0.268 -0.281 -0.293 -0.268 -0.205 -0.122 -0.052 -0.014
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.798 0.573 0.438 0.307 0.225 0.209 0.174 0.177 0.274
#> 10 11 12 13 14 15 16 17 18 19
#> 0.387 0.490 0.490 0.322 0.152 0.052 -0.049 -0.116 -0.140 -0.177
#> 20 21 22 23 24 25 26 27 28 29
#> -0.179 -0.101 -0.024 0.047 0.040 -0.085 -0.179 -0.227 -0.282 -0.319
#> 30 31 32 33 34 35 36 37 38 39
#> -0.333 -0.344 -0.327 -0.263 -0.193 -0.140 -0.142 -0.200 -0.223 -0.216
#> 40 41 42 43 44 45 46 47 48 49
#> -0.220 -0.236 -0.217 -0.203 -0.180 -0.130 -0.077 -0.045 -0.051 -0.040
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.804 0.553 0.357 0.232 0.198 0.183 0.202 0.211 0.263
#> 10 11 12 13 14 15 16 17 18 19
#> 0.289 0.330 0.382 0.264 0.104 -0.023 -0.087 -0.107 -0.111 -0.091
#> 20 21 22 23 24 25 26 27 28 29
#> -0.091 -0.043 -0.028 -0.018 0.007 -0.081 -0.181 -0.246 -0.232 -0.214
#> 30 31 32 33 34 35 36 37 38 39
#> -0.203 -0.185 -0.199 -0.185 -0.193 -0.192 -0.176 -0.217 -0.283 -0.313
#> 40 41 42 43 44 45 46 47 48 49
#> -0.259 -0.194 -0.140 -0.093 -0.091 -0.075 -0.092 -0.104 -0.085 -0.045
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.824 0.620 0.455 0.386 0.380 0.363 0.353 0.308 0.311
#> 10 11 12 13 14 15 16 17 18 19
#> 0.312 0.350 0.399 0.284 0.124 -0.005 -0.063 -0.055 -0.062 -0.073
#> 20 21 22 23 24 25 26 27 28 29
#> -0.118 -0.122 -0.124 -0.101 -0.078 -0.149 -0.248 -0.302 -0.331 -0.307
#> 30 31 32 33 34 35 36 37 38 39
#> -0.299 -0.286 -0.295 -0.296 -0.296 -0.293 -0.237 -0.245 -0.268 -0.275
#> 40 41 42 43 44 45 46 47 48 49
#> -0.242 -0.175 -0.123 -0.080 -0.068 -0.062 -0.079 -0.101 -0.074 -0.037
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.842 0.638 0.462 0.309 0.235 0.181 0.125 0.123 0.205
#> 10 11 12 13 14 15 16 17 18 19
#> 0.314 0.447 0.508 0.373 0.219 0.087 -0.042 -0.110 -0.176 -0.228
#> 20 21 22 23 24 25 26 27 28 29
#> -0.229 -0.155 -0.071 0.023 0.058 -0.031 -0.123 -0.194 -0.268 -0.315
#> 30 31 32 33 34 35 36 37 38 39
#> -0.357 -0.385 -0.365 -0.279 -0.203 -0.125 -0.092 -0.135 -0.156 -0.173
#> 40 41 42 43 44 45 46 47 48 49
#> -0.199 -0.215 -0.234 -0.246 -0.213 -0.149 -0.090 -0.044 -0.021 -0.024
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.845 0.601 0.416 0.273 0.205 0.173 0.146 0.153 0.220
#> 10 11 12 13 14 15 16 17 18 19
#> 0.303 0.406 0.465 0.348 0.167 0.028 -0.079 -0.131 -0.151 -0.159
#> 20 21 22 23 24 25 26 27 28 29
#> -0.143 -0.096 -0.047 0.008 0.043 -0.035 -0.154 -0.235 -0.299 -0.326
#> 30 31 32 33 34 35 36 37 38 39
#> -0.324 -0.303 -0.264 -0.222 -0.195 -0.174 -0.150 -0.180 -0.232 -0.249
#> 40 41 42 43 44 45 46 47 48 49
#> -0.260 -0.258 -0.225 -0.165 -0.096 -0.047 -0.033 -0.038 -0.024 -0.006
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.852 0.661 0.508 0.452 0.459 0.463 0.449 0.401 0.382
#> 10 11 12 13 14 15 16 17 18 19
#> 0.349 0.357 0.355 0.260 0.123 0.028 -0.029 -0.020 -0.024 -0.040
#> 20 21 22 23 24 25 26 27 28 29
#> -0.078 -0.102 -0.114 -0.111 -0.097 -0.175 -0.259 -0.328 -0.343 -0.324
#> 30 31 32 33 34 35 36 37 38 39
#> -0.302 -0.285 -0.283 -0.295 -0.312 -0.315 -0.298 -0.306 -0.334 -0.336
#> 40 41 42 43 44 45 46 47 48 49
#> -0.306 -0.244 -0.196 -0.147 -0.123 -0.112 -0.120 -0.122 -0.086 -0.037
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.826 0.571 0.363 0.235 0.200 0.182 0.154 0.142 0.202
#> 10 11 12 13 14 15 16 17 18 19
#> 0.277 0.386 0.450 0.318 0.127 -0.026 -0.105 -0.113 -0.121 -0.143
#> 20 21 22 23 24 25 26 27 28 29
#> -0.157 -0.126 -0.083 -0.020 0.020 -0.061 -0.180 -0.259 -0.286 -0.260
#> 30 31 32 33 34 35 36 37 38 39
#> -0.252 -0.257 -0.264 -0.253 -0.234 -0.214 -0.181 -0.202 -0.239 -0.241
#> 40 41 42 43 44 45 46 47 48 49
#> -0.195 -0.124 -0.078 -0.050 -0.044 -0.035 -0.035 -0.050 -0.037 -0.023
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.814 0.611 0.440 0.300 0.272 0.272 0.259 0.241 0.271
#> 10 11 12 13 14 15 16 17 18 19
#> 0.306 0.410 0.462 0.299 0.138 0.003 -0.111 -0.131 -0.126 -0.137
#> 20 21 22 23 24 25 26 27 28 29
#> -0.147 -0.140 -0.128 -0.061 -0.029 -0.131 -0.218 -0.289 -0.347 -0.342
#> 30 31 32 33 34 35 36 37 38 39
#> -0.310 -0.283 -0.265 -0.249 -0.244 -0.202 -0.170 -0.218 -0.221 -0.224
#> 40 41 42 43 44 45 46 47 48 49
#> -0.225 -0.179 -0.126 -0.070 -0.048 -0.042 -0.059 -0.049 -0.035 -0.043
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.778 0.586 0.455 0.349 0.259 0.223 0.194 0.174 0.252
#> 10 11 12 13 14 15 16 17 18 19
#> 0.354 0.440 0.452 0.322 0.194 0.109 0.009 -0.072 -0.113 -0.144
#> 20 21 22 23 24 25 26 27 28 29
#> -0.181 -0.129 -0.055 0.002 -0.011 -0.088 -0.189 -0.205 -0.245 -0.292
#> 30 31 32 33 34 35 36 37 38 39
#> -0.335 -0.348 -0.354 -0.311 -0.229 -0.173 -0.146 -0.178 -0.184 -0.162
#> 40 41 42 43 44 45 46 47 48 49
#> -0.161 -0.196 -0.213 -0.216 -0.211 -0.171 -0.109 -0.084 -0.079 -0.066
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.822 0.660 0.517 0.407 0.398 0.386 0.369 0.324 0.307
#> 10 11 12 13 14 15 16 17 18 19
#> 0.297 0.347 0.375 0.244 0.119 0.008 -0.067 -0.064 -0.057 -0.062
#> 20 21 22 23 24 25 26 27 28 29
#> -0.106 -0.125 -0.134 -0.095 -0.065 -0.142 -0.229 -0.293 -0.352 -0.334
#> 30 31 32 33 34 35 36 37 38 39
#> -0.310 -0.279 -0.282 -0.292 -0.301 -0.283 -0.247 -0.293 -0.306 -0.296
#> 40 41 42 43 44 45 46 47 48 49
#> -0.286 -0.228 -0.155 -0.092 -0.058 -0.046 -0.070 -0.054 -0.034 -0.043
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.808 0.547 0.356 0.216 0.179 0.210 0.213 0.205 0.221
#> 10 11 12 13 14 15 16 17 18 19
#> 0.233 0.310 0.374 0.254 0.094 -0.019 -0.102 -0.117 -0.084 -0.068
#> 20 21 22 23 24 25 26 27 28 29
#> -0.073 -0.058 -0.051 -0.004 0.019 -0.061 -0.173 -0.220 -0.236 -0.212
#> 30 31 32 33 34 35 36 37 38 39
#> -0.167 -0.154 -0.173 -0.197 -0.206 -0.185 -0.176 -0.223 -0.293 -0.318
#> 40 41 42 43 44 45 46 47 48 49
#> -0.289 -0.214 -0.125 -0.071 -0.061 -0.090 -0.102 -0.103 -0.079 -0.035
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.840 0.618 0.433 0.285 0.196 0.143 0.109 0.092 0.156
#> 10 11 12 13 14 15 16 17 18 19
#> 0.275 0.412 0.497 0.402 0.248 0.127 0.019 -0.051 -0.109 -0.162
#> 20 21 22 23 24 25 26 27 28 29
#> -0.205 -0.164 -0.079 0.024 0.083 0.021 -0.100 -0.187 -0.263 -0.309
#> 30 31 32 33 34 35 36 37 38 39
#> -0.322 -0.335 -0.347 -0.310 -0.219 -0.123 -0.059 -0.078 -0.133 -0.164
#> 40 41 42 43 44 45 46 47 48 49
#> -0.204 -0.247 -0.257 -0.275 -0.283 -0.242 -0.157 -0.076 -0.023 0.000
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.765 0.434 0.167 -0.012 -0.091 -0.156 -0.149 -0.138 -0.007
#> 10 11 12 13 14 15 16 17 18 19
#> 0.224 0.464 0.599 0.430 0.183 -0.015 -0.136 -0.194 -0.240 -0.237
#> 20 21 22 23 24 25 26 27 28 29
#> -0.232 -0.145 0.033 0.215 0.313 0.218 0.061 -0.066 -0.142 -0.194
#> 30 31 32 33 34 35 36 37 38 39
#> -0.244 -0.249 -0.259 -0.217 -0.099 0.014 0.076 0.033 -0.051 -0.115
#> 40 41 42 43 44 45 46 47 48 49
#> -0.150 -0.180 -0.210 -0.210 -0.213 -0.192 -0.117 -0.054 -0.015 -0.001
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.801 0.513 0.264 0.083 0.019 -0.015 -0.050 -0.032 0.103
#> 10 11 12 13 14 15 16 17 18 19
#> 0.284 0.483 0.581 0.428 0.221 0.037 -0.109 -0.167 -0.213 -0.257
#> 20 21 22 23 24 25 26 27 28 29
#> -0.243 -0.145 -0.004 0.141 0.208 0.107 -0.028 -0.147 -0.249 -0.278
#> 30 31 32 33 34 35 36 37 38 39
#> -0.309 -0.340 -0.318 -0.238 -0.122 -0.023 0.020 -0.033 -0.097 -0.149
#> 40 41 42 43 44 45 46 47 48 49
#> -0.200 -0.207 -0.224 -0.232 -0.202 -0.130 -0.041 -0.002 0.014 -0.001
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.776 0.417 0.117 -0.066 -0.133 -0.173 -0.156 -0.118 0.023
#> 10 11 12 13 14 15 16 17 18 19
#> 0.216 0.426 0.559 0.403 0.135 -0.080 -0.200 -0.241 -0.247 -0.215
#> 20 21 22 23 24 25 26 27 28 29
#> -0.169 -0.062 0.074 0.210 0.301 0.207 0.029 -0.111 -0.195 -0.238
#> 30 31 32 33 34 35 36 37 38 39
#> -0.247 -0.216 -0.171 -0.118 -0.064 -0.020 0.012 -0.031 -0.120 -0.170
#> 40 41 42 43 44 45 46 47 48 49
#> -0.189 -0.189 -0.172 -0.123 -0.063 -0.028 -0.020 -0.033 -0.022 -0.006
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.758 0.387 0.076 -0.101 -0.135 -0.135 -0.103 -0.073 0.022
#> 10 11 12 13 14 15 16 17 18 19
#> 0.189 0.407 0.536 0.381 0.097 -0.129 -0.235 -0.229 -0.187 -0.144
#> 20 21 22 23 24 25 26 27 28 29
#> -0.114 -0.060 0.045 0.174 0.255 0.163 -0.028 -0.169 -0.224 -0.214
#> 30 31 32 33 34 35 36 37 38 39
#> -0.163 -0.138 -0.131 -0.127 -0.107 -0.065 -0.033 -0.064 -0.153 -0.196
#> 40 41 42 43 44 45 46 47 48 49
#> -0.191 -0.136 -0.055 -0.014 0.002 -0.011 -0.027 -0.038 -0.037 -0.024
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.766 0.409 0.109 -0.076 -0.077 -0.043 -0.008 0.018 0.086
#> 10 11 12 13 14 15 16 17 18 19
#> 0.229 0.420 0.538 0.386 0.133 -0.071 -0.195 -0.194 -0.160 -0.145
#> 20 21 22 23 24 25 26 27 28 29
#> -0.145 -0.120 -0.041 0.079 0.153 0.064 -0.100 -0.225 -0.280 -0.243
#> 30 31 32 33 34 35 36 37 38 39
#> -0.177 -0.143 -0.136 -0.138 -0.107 -0.055 -0.027 -0.071 -0.163 -0.217
#> 40 41 42 43 44 45 46 47 48 49
#> -0.217 -0.146 -0.042 0.003 0.022 -0.005 -0.037 -0.044 -0.047 -0.022
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.740 0.501 0.357 0.225 0.130 0.093 0.058 0.058 0.177
#> 10 11 12 13 14 15 16 17 18 19
#> 0.304 0.410 0.425 0.255 0.099 0.021 -0.061 -0.149 -0.155 -0.163
#> 20 21 22 23 24 25 26 27 28 29
#> -0.159 -0.061 0.049 0.142 0.145 0.056 -0.031 -0.065 -0.125 -0.194
#> 30 31 32 33 34 35 36 37 38 39
#> -0.217 -0.239 -0.261 -0.221 -0.151 -0.104 -0.130 -0.183 -0.228 -0.207
#> 40 41 42 43 44 45 46 47 48 49
#> -0.195 -0.216 -0.236 -0.238 -0.227 -0.177 -0.117 -0.083 -0.081 -0.068
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.824 0.620 0.455 0.386 0.380 0.363 0.353 0.308 0.311
#> 10 11 12 13 14 15 16 17 18 19
#> 0.312 0.350 0.399 0.284 0.124 -0.005 -0.063 -0.055 -0.062 -0.073
#> 20 21 22 23 24 25 26 27 28 29
#> -0.118 -0.122 -0.124 -0.101 -0.078 -0.149 -0.248 -0.302 -0.331 -0.307
#> 30 31 32 33 34 35 36 37 38 39
#> -0.299 -0.286 -0.295 -0.296 -0.296 -0.293 -0.237 -0.245 -0.268 -0.275
#> 40 41 42 43 44 45 46 47 48 49
#> -0.242 -0.175 -0.123 -0.080 -0.068 -0.062 -0.079 -0.101 -0.074 -0.037
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.834 0.633 0.484 0.390 0.387 0.392 0.380 0.333 0.293
#> 10 11 12 13 14 15 16 17 18 19
#> 0.295 0.343 0.380 0.272 0.105 -0.001 -0.074 -0.065 -0.047 -0.054
#> 20 21 22 23 24 25 26 27 28 29
#> -0.099 -0.140 -0.138 -0.114 -0.077 -0.137 -0.246 -0.316 -0.348 -0.330
#> 30 31 32 33 34 35 36 37 38 39
#> -0.284 -0.269 -0.279 -0.306 -0.308 -0.291 -0.259 -0.261 -0.291 -0.290
#> 40 41 42 43 44 45 46 47 48 49
#> -0.270 -0.206 -0.111 -0.062 -0.043 -0.060 -0.079 -0.075 -0.064 -0.028
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.800 0.538 0.346 0.206 0.174 0.187 0.201 0.190 0.208
#> 10 11 12 13 14 15 16 17 18 19
#> 0.241 0.324 0.403 0.276 0.086 -0.020 -0.091 -0.096 -0.065 -0.048
#> 20 21 22 23 24 25 26 27 28 29
#> -0.067 -0.076 -0.057 -0.011 0.030 -0.043 -0.174 -0.241 -0.265 -0.231
#> 30 31 32 33 34 35 36 37 38 39
#> -0.174 -0.152 -0.174 -0.211 -0.213 -0.216 -0.206 -0.224 -0.277 -0.296
#> 40 41 42 43 44 45 46 47 48 49
#> -0.271 -0.200 -0.117 -0.067 -0.059 -0.084 -0.095 -0.087 -0.072 -0.030
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.818 0.582 0.404 0.276 0.195 0.137 0.115 0.110 0.182
#> 10 11 12 13 14 15 16 17 18 19
#> 0.319 0.451 0.502 0.368 0.189 0.066 -0.024 -0.103 -0.163 -0.185
#> 20 21 22 23 24 25 26 27 28 29
#> -0.203 -0.146 -0.045 0.050 0.086 0.001 -0.109 -0.176 -0.229 -0.283
#> 30 31 32 33 34 35 36 37 38 39
#> -0.329 -0.325 -0.326 -0.279 -0.190 -0.119 -0.086 -0.117 -0.149 -0.164
#> 40 41 42 43 44 45 46 47 48 49
#> -0.182 -0.220 -0.248 -0.237 -0.230 -0.199 -0.134 -0.083 -0.043 -0.026
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.818 0.593 0.395 0.241 0.197 0.199 0.185 0.176 0.220
#> 10 11 12 13 14 15 16 17 18 19
#> 0.275 0.392 0.462 0.320 0.152 0.007 -0.114 -0.137 -0.118 -0.120
#> 20 21 22 23 24 25 26 27 28 29
#> -0.117 -0.097 -0.081 -0.005 0.036 -0.061 -0.162 -0.250 -0.325 -0.315
#> 30 31 32 33 34 35 36 37 38 39
#> -0.281 -0.252 -0.231 -0.225 -0.228 -0.190 -0.161 -0.209 -0.234 -0.259
#> 40 41 42 43 44 45 46 47 48 49
#> -0.275 -0.231 -0.165 -0.091 -0.048 -0.035 -0.051 -0.044 -0.025 -0.032
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.764 0.554 0.390 0.242 0.200 0.169 0.128 0.188 0.277
#> 10 11 12 13 14 15 16 17 18 19
#> 0.339 0.421 0.416 0.258 0.121 0.018 -0.072 -0.100 -0.134 -0.165
#> 20 21 22 23 24 25 26 27 28 29
#> -0.128 -0.052 -0.012 0.035 0.012 -0.097 -0.178 -0.205 -0.248 -0.235
#> 30 31 32 33 34 35 36 37 38 39
#> -0.247 -0.272 -0.239 -0.192 -0.165 -0.153 -0.160 -0.211 -0.236 -0.231
#> 40 41 42 43 44 45 46 47 48 49
#> -0.234 -0.195 -0.170 -0.176 -0.131 -0.094 -0.077 -0.077 -0.074 -0.072
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.797 0.544 0.333 0.215 0.173 0.155 0.178 0.182 0.238
#> 10 11 12 13 14 15 16 17 18 19
#> 0.282 0.337 0.397 0.260 0.082 -0.042 -0.090 -0.092 -0.097 -0.065
#> 20 21 22 23 24 25 26 27 28 29
#> -0.074 -0.041 -0.027 0.000 0.052 -0.014 -0.143 -0.233 -0.244 -0.208
#> 30 31 32 33 34 35 36 37 38 39
#> -0.189 -0.167 -0.191 -0.189 -0.199 -0.221 -0.214 -0.239 -0.277 -0.290
#> 40 41 42 43 44 45 46 47 48 49
#> -0.252 -0.190 -0.144 -0.099 -0.089 -0.087 -0.090 -0.105 -0.077 -0.043
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.766 0.409 0.109 -0.076 -0.077 -0.043 -0.008 0.018 0.086
#> 10 11 12 13 14 15 16 17 18 19
#> 0.229 0.420 0.538 0.386 0.133 -0.071 -0.195 -0.194 -0.160 -0.145
#> 20 21 22 23 24 25 26 27 28 29
#> -0.145 -0.120 -0.041 0.079 0.153 0.064 -0.100 -0.225 -0.280 -0.243
#> 30 31 32 33 34 35 36 37 38 39
#> -0.177 -0.143 -0.136 -0.138 -0.107 -0.055 -0.027 -0.071 -0.163 -0.217
#> 40 41 42 43 44 45 46 47 48 49
#> -0.217 -0.146 -0.042 0.003 0.022 -0.005 -0.037 -0.044 -0.047 -0.022
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.851 0.670 0.541 0.461 0.408 0.356 0.314 0.286 0.307
#> 10 11 12 13 14 15 16 17 18 19
#> 0.327 0.345 0.367 0.264 0.115 0.025 -0.041 -0.056 -0.084 -0.114
#> 20 21 22 23 24 25 26 27 28 29
#> -0.135 -0.124 -0.093 -0.072 -0.056 -0.129 -0.220 -0.266 -0.310 -0.337
#> 30 31 32 33 34 35 36 37 38 39
#> -0.343 -0.337 -0.310 -0.287 -0.272 -0.269 -0.247 -0.271 -0.319 -0.306
#> 40 41 42 43 44 45 46 47 48 49
#> -0.272 -0.242 -0.211 -0.168 -0.103 -0.052 -0.026 -0.036 -0.023 -0.004
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.817 0.660 0.534 0.456 0.483 0.495 0.456 0.364 0.323
#> 10 11 12 13 14 15 16 17 18 19
#> 0.305 0.367 0.389 0.264 0.127 0.042 -0.035 -0.011 -0.006 -0.044
#> 20 21 22 23 24 25 26 27 28 29
#> -0.096 -0.139 -0.149 -0.122 -0.109 -0.218 -0.286 -0.335 -0.357 -0.315
#> 30 31 32 33 34 35 36 37 38 39
#> -0.276 -0.284 -0.297 -0.322 -0.333 -0.292 -0.273 -0.303 -0.313 -0.305
#> 40 41 42 43 44 45 46 47 48 49
#> -0.299 -0.234 -0.176 -0.123 -0.104 -0.103 -0.115 -0.087 -0.065 -0.057
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.817 0.660 0.534 0.456 0.483 0.495 0.456 0.364 0.323
#> 10 11 12 13 14 15 16 17 18 19
#> 0.305 0.367 0.389 0.264 0.127 0.042 -0.035 -0.011 -0.006 -0.044
#> 20 21 22 23 24 25 26 27 28 29
#> -0.096 -0.139 -0.149 -0.122 -0.109 -0.218 -0.286 -0.335 -0.357 -0.315
#> 30 31 32 33 34 35 36 37 38 39
#> -0.276 -0.284 -0.297 -0.322 -0.333 -0.292 -0.273 -0.303 -0.313 -0.305
#> 40 41 42 43 44 45 46 47 48 49
#> -0.299 -0.234 -0.176 -0.123 -0.104 -0.103 -0.115 -0.087 -0.065 -0.057
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.893 0.735 0.589 0.490 0.433 0.381 0.326 0.273 0.271
#> 10 11 12 13 14 15 16 17 18 19
#> 0.315 0.387 0.431 0.352 0.215 0.090 0.001 -0.036 -0.072 -0.106
#> 20 21 22 23 24 25 26 27 28 29
#> -0.143 -0.141 -0.095 -0.030 0.012 -0.040 -0.129 -0.206 -0.265 -0.297
#> 30 31 32 33 34 35 36 37 38 39
#> -0.325 -0.351 -0.370 -0.365 -0.322 -0.264 -0.210 -0.219 -0.262 -0.302
#> 40 41 42 43 44 45 46 47 48 49
#> -0.321 -0.325 -0.320 -0.299 -0.274 -0.238 -0.181 -0.115 -0.052 -0.016
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.808 0.547 0.356 0.216 0.179 0.210 0.213 0.205 0.221
#> 10 11 12 13 14 15 16 17 18 19
#> 0.233 0.310 0.374 0.254 0.094 -0.019 -0.102 -0.117 -0.084 -0.068
#> 20 21 22 23 24 25 26 27 28 29
#> -0.073 -0.058 -0.051 -0.004 0.019 -0.061 -0.173 -0.220 -0.236 -0.212
#> 30 31 32 33 34 35 36 37 38 39
#> -0.167 -0.154 -0.173 -0.197 -0.206 -0.185 -0.176 -0.223 -0.293 -0.318
#> 40 41 42 43 44 45 46 47 48 49
#> -0.289 -0.214 -0.125 -0.071 -0.061 -0.090 -0.102 -0.103 -0.079 -0.035
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.854 0.690 0.567 0.483 0.421 0.362 0.325 0.284 0.290
#> 10 11 12 13 14 15 16 17 18 19
#> 0.349 0.404 0.421 0.310 0.174 0.072 0.009 -0.023 -0.071 -0.114
#> 20 21 22 23 24 25 26 27 28 29
#> -0.143 -0.132 -0.071 -0.016 -0.003 -0.073 -0.160 -0.211 -0.260 -0.293
#> 30 31 32 33 34 35 36 37 38 39
#> -0.333 -0.353 -0.358 -0.343 -0.288 -0.246 -0.225 -0.248 -0.282 -0.295
#> 40 41 42 43 44 45 46 47 48 49
#> -0.288 -0.297 -0.300 -0.283 -0.255 -0.214 -0.148 -0.097 -0.060 -0.031
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.845 0.601 0.416 0.273 0.205 0.173 0.146 0.153 0.220
#> 10 11 12 13 14 15 16 17 18 19
#> 0.303 0.406 0.465 0.348 0.167 0.028 -0.079 -0.131 -0.151 -0.159
#> 20 21 22 23 24 25 26 27 28 29
#> -0.143 -0.096 -0.047 0.008 0.043 -0.035 -0.154 -0.235 -0.299 -0.326
#> 30 31 32 33 34 35 36 37 38 39
#> -0.324 -0.303 -0.264 -0.222 -0.195 -0.174 -0.150 -0.180 -0.232 -0.249
#> 40 41 42 43 44 45 46 47 48 49
#> -0.260 -0.258 -0.225 -0.165 -0.096 -0.047 -0.033 -0.038 -0.024 -0.006
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.804 0.540 0.356 0.230 0.136 0.071 0.052 0.040 0.117
#> 10 11 12 13 14 15 16 17 18 19
#> 0.252 0.381 0.449 0.319 0.145 0.028 -0.061 -0.138 -0.191 -0.179
#> 20 21 22 23 24 25 26 27 28 29
#> -0.181 -0.103 0.028 0.138 0.189 0.113 0.018 -0.042 -0.099 -0.173
#> 30 31 32 33 34 35 36 37 38 39
#> -0.231 -0.251 -0.281 -0.253 -0.175 -0.110 -0.080 -0.121 -0.176 -0.213
#> 40 41 42 43 44 45 46 47 48 49
#> -0.219 -0.236 -0.258 -0.266 -0.268 -0.234 -0.163 -0.107 -0.066 -0.031
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.775 0.540 0.403 0.267 0.175 0.146 0.114 0.116 0.232
#> 10 11 12 13 14 15 16 17 18 19
#> 0.351 0.463 0.478 0.297 0.139 0.056 -0.039 -0.118 -0.154 -0.187
#> 20 21 22 23 24 25 26 27 28 29
#> -0.188 -0.104 -0.013 0.063 0.059 -0.062 -0.145 -0.181 -0.225 -0.286
#> 30 31 32 33 34 35 36 37 38 39
#> -0.294 -0.308 -0.301 -0.231 -0.162 -0.109 -0.123 -0.166 -0.177 -0.171
#> 40 41 42 43 44 45 46 47 48 49
#> -0.188 -0.222 -0.221 -0.209 -0.195 -0.147 -0.091 -0.053 -0.060 -0.042
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.871 0.657 0.471 0.310 0.220 0.179 0.135 0.127 0.193
#> 10 11 12 13 14 15 16 17 18 19
#> 0.307 0.443 0.511 0.409 0.241 0.097 -0.028 -0.102 -0.140 -0.180
#> 20 21 22 23 24 25 26 27 28 29
#> -0.190 -0.142 -0.054 0.047 0.097 0.028 -0.088 -0.182 -0.267 -0.317
#> 30 31 32 33 34 35 36 37 38 39
#> -0.339 -0.357 -0.353 -0.305 -0.227 -0.145 -0.099 -0.125 -0.179 -0.219
#> 40 41 42 43 44 45 46 47 48 49
#> -0.259 -0.284 -0.284 -0.280 -0.262 -0.210 -0.136 -0.066 -0.021 -0.003
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.817 0.508 0.220 0.020 -0.072 -0.136 -0.150 -0.143 -0.023
#> 10 11 12 13 14 15 16 17 18 19
#> 0.189 0.436 0.590 0.469 0.239 0.024 -0.125 -0.197 -0.240 -0.248
#> 20 21 22 23 24 25 26 27 28 29
#> -0.243 -0.158 0.006 0.195 0.318 0.256 0.111 -0.031 -0.133 -0.195
#> 30 31 32 33 34 35 36 37 38 39
#> -0.244 -0.265 -0.279 -0.239 -0.136 -0.015 0.070 0.048 -0.026 -0.103
#> 40 41 42 43 44 45 46 47 48 49
#> -0.163 -0.200 -0.231 -0.240 -0.248 -0.228 -0.168 -0.094 -0.034 -0.008
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.878 0.673 0.482 0.323 0.240 0.190 0.149 0.139 0.198
#> 10 11 12 13 14 15 16 17 18 19
#> 0.300 0.436 0.514 0.420 0.260 0.109 -0.018 -0.087 -0.131 -0.171
#> 20 21 22 23 24 25 26 27 28 29
#> -0.181 -0.144 -0.070 0.034 0.093 0.034 -0.072 -0.176 -0.262 -0.308
#> 30 31 32 33 34 35 36 37 38 39
#> -0.339 -0.355 -0.352 -0.317 -0.251 -0.168 -0.109 -0.124 -0.169 -0.217
#> 40 41 42 43 44 45 46 47 48 49
#> -0.259 -0.280 -0.292 -0.286 -0.270 -0.233 -0.173 -0.104 -0.044 -0.012
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.801 0.513 0.264 0.083 0.019 -0.015 -0.050 -0.032 0.103
#> 10 11 12 13 14 15 16 17 18 19
#> 0.284 0.483 0.581 0.428 0.221 0.037 -0.109 -0.167 -0.213 -0.257
#> 20 21 22 23 24 25 26 27 28 29
#> -0.243 -0.145 -0.004 0.141 0.208 0.107 -0.028 -0.147 -0.249 -0.278
#> 30 31 32 33 34 35 36 37 38 39
#> -0.309 -0.340 -0.318 -0.238 -0.122 -0.023 0.020 -0.033 -0.097 -0.149
#> 40 41 42 43 44 45 46 47 48 49
#> -0.200 -0.207 -0.224 -0.232 -0.202 -0.130 -0.041 -0.002 0.014 -0.001
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.755 0.374 0.073 -0.078 -0.118 -0.152 -0.119 -0.078 0.065
#> 10 11 12 13 14 15 16 17 18 19
#> 0.230 0.411 0.535 0.370 0.096 -0.133 -0.216 -0.218 -0.207 -0.165
#> 20 21 22 23 24 25 26 27 28 29
#> -0.130 -0.027 0.073 0.171 0.236 0.134 -0.045 -0.179 -0.207 -0.193
#> 30 31 32 33 34 35 36 37 38 39
#> -0.188 -0.161 -0.148 -0.110 -0.083 -0.065 -0.039 -0.076 -0.154 -0.202
#> 40 41 42 43 44 45 46 47 48 49
#> -0.166 -0.111 -0.074 -0.039 -0.019 0.002 -0.006 -0.040 -0.053 -0.029
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.818 0.593 0.395 0.241 0.197 0.199 0.185 0.176 0.220
#> 10 11 12 13 14 15 16 17 18 19
#> 0.275 0.392 0.462 0.320 0.152 0.007 -0.114 -0.137 -0.118 -0.120
#> 20 21 22 23 24 25 26 27 28 29
#> -0.117 -0.097 -0.081 -0.005 0.036 -0.061 -0.162 -0.250 -0.325 -0.315
#> 30 31 32 33 34 35 36 37 38 39
#> -0.281 -0.252 -0.231 -0.225 -0.228 -0.190 -0.161 -0.209 -0.234 -0.259
#> 40 41 42 43 44 45 46 47 48 49
#> -0.275 -0.231 -0.165 -0.091 -0.048 -0.035 -0.051 -0.044 -0.025 -0.032
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.755 0.374 0.073 -0.078 -0.118 -0.152 -0.119 -0.078 0.065
#> 10 11 12 13 14 15 16 17 18 19
#> 0.230 0.411 0.535 0.370 0.096 -0.133 -0.216 -0.218 -0.207 -0.165
#> 20 21 22 23 24 25 26 27 28 29
#> -0.130 -0.027 0.073 0.171 0.236 0.134 -0.045 -0.179 -0.207 -0.193
#> 30 31 32 33 34 35 36 37 38 39
#> -0.188 -0.161 -0.148 -0.110 -0.083 -0.065 -0.039 -0.076 -0.154 -0.202
#> 40 41 42 43 44 45 46 47 48 49
#> -0.166 -0.111 -0.074 -0.039 -0.019 0.002 -0.006 -0.040 -0.053 -0.029
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.805 0.482 0.197 -0.003 -0.096 -0.150 -0.164 -0.156 -0.021
#> 10 11 12 13 14 15 16 17 18 19
#> 0.201 0.450 0.595 0.461 0.220 0.006 -0.142 -0.216 -0.246 -0.255
#> 20 21 22 23 24 25 26 27 28 29
#> -0.249 -0.147 0.028 0.220 0.332 0.255 0.097 -0.041 -0.143 -0.210
#> 30 31 32 33 34 35 36 37 38 39
#> -0.248 -0.272 -0.283 -0.226 -0.109 0.016 0.081 0.049 -0.038 -0.113
#> 40 41 42 43 44 45 46 47 48 49
#> -0.168 -0.209 -0.224 -0.236 -0.239 -0.206 -0.129 -0.051 -0.010 0.003
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.795 0.566 0.368 0.209 0.193 0.190 0.186 0.164 0.178
#> 10 11 12 13 14 15 16 17 18 19
#> 0.210 0.318 0.385 0.240 0.102 -0.014 -0.097 -0.107 -0.097 -0.080
#> 20 21 22 23 24 25 26 27 28 29
#> -0.094 -0.066 -0.045 0.023 0.063 -0.052 -0.126 -0.188 -0.220 -0.203
#> 30 31 32 33 34 35 36 37 38 39
#> -0.174 -0.159 -0.185 -0.187 -0.197 -0.174 -0.163 -0.233 -0.276 -0.302
#> 40 41 42 43 44 45 46 47 48 49
#> -0.299 -0.239 -0.153 -0.091 -0.082 -0.079 -0.109 -0.089 -0.058 -0.046
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.826 0.571 0.363 0.235 0.200 0.182 0.154 0.142 0.202
#> 10 11 12 13 14 15 16 17 18 19
#> 0.277 0.386 0.450 0.318 0.127 -0.026 -0.105 -0.113 -0.121 -0.143
#> 20 21 22 23 24 25 26 27 28 29
#> -0.157 -0.126 -0.083 -0.020 0.020 -0.061 -0.180 -0.259 -0.286 -0.260
#> 30 31 32 33 34 35 36 37 38 39
#> -0.252 -0.257 -0.264 -0.253 -0.234 -0.214 -0.181 -0.202 -0.239 -0.241
#> 40 41 42 43 44 45 46 47 48 49
#> -0.195 -0.124 -0.078 -0.050 -0.044 -0.035 -0.035 -0.050 -0.037 -0.023
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.854 0.690 0.567 0.483 0.421 0.362 0.325 0.284 0.290
#> 10 11 12 13 14 15 16 17 18 19
#> 0.349 0.404 0.421 0.310 0.174 0.072 0.009 -0.023 -0.071 -0.114
#> 20 21 22 23 24 25 26 27 28 29
#> -0.143 -0.132 -0.071 -0.016 -0.003 -0.073 -0.160 -0.211 -0.260 -0.293
#> 30 31 32 33 34 35 36 37 38 39
#> -0.333 -0.353 -0.358 -0.343 -0.288 -0.246 -0.225 -0.248 -0.282 -0.295
#> 40 41 42 43 44 45 46 47 48 49
#> -0.288 -0.297 -0.300 -0.283 -0.255 -0.214 -0.148 -0.097 -0.060 -0.031
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.852 0.661 0.508 0.452 0.459 0.463 0.449 0.401 0.382
#> 10 11 12 13 14 15 16 17 18 19
#> 0.349 0.357 0.355 0.260 0.123 0.028 -0.029 -0.020 -0.024 -0.040
#> 20 21 22 23 24 25 26 27 28 29
#> -0.078 -0.102 -0.114 -0.111 -0.097 -0.175 -0.259 -0.328 -0.343 -0.324
#> 30 31 32 33 34 35 36 37 38 39
#> -0.302 -0.285 -0.283 -0.295 -0.312 -0.315 -0.298 -0.306 -0.334 -0.336
#> 40 41 42 43 44 45 46 47 48 49
#> -0.306 -0.244 -0.196 -0.147 -0.123 -0.112 -0.120 -0.122 -0.086 -0.037
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.795 0.566 0.368 0.209 0.193 0.190 0.186 0.164 0.178
#> 10 11 12 13 14 15 16 17 18 19
#> 0.210 0.318 0.385 0.240 0.102 -0.014 -0.097 -0.107 -0.097 -0.080
#> 20 21 22 23 24 25 26 27 28 29
#> -0.094 -0.066 -0.045 0.023 0.063 -0.052 -0.126 -0.188 -0.220 -0.203
#> 30 31 32 33 34 35 36 37 38 39
#> -0.174 -0.159 -0.185 -0.187 -0.197 -0.174 -0.163 -0.233 -0.276 -0.302
#> 40 41 42 43 44 45 46 47 48 49
#> -0.299 -0.239 -0.153 -0.091 -0.082 -0.079 -0.109 -0.089 -0.058 -0.046
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.740 0.501 0.357 0.225 0.130 0.093 0.058 0.058 0.177
#> 10 11 12 13 14 15 16 17 18 19
#> 0.304 0.410 0.425 0.255 0.099 0.021 -0.061 -0.149 -0.155 -0.163
#> 20 21 22 23 24 25 26 27 28 29
#> -0.159 -0.061 0.049 0.142 0.145 0.056 -0.031 -0.065 -0.125 -0.194
#> 30 31 32 33 34 35 36 37 38 39
#> -0.217 -0.239 -0.261 -0.221 -0.151 -0.104 -0.130 -0.183 -0.228 -0.207
#> 40 41 42 43 44 45 46 47 48 49
#> -0.195 -0.216 -0.236 -0.238 -0.227 -0.177 -0.117 -0.083 -0.081 -0.068
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.797 0.544 0.333 0.215 0.173 0.155 0.178 0.182 0.238
#> 10 11 12 13 14 15 16 17 18 19
#> 0.282 0.337 0.397 0.260 0.082 -0.042 -0.090 -0.092 -0.097 -0.065
#> 20 21 22 23 24 25 26 27 28 29
#> -0.074 -0.041 -0.027 0.000 0.052 -0.014 -0.143 -0.233 -0.244 -0.208
#> 30 31 32 33 34 35 36 37 38 39
#> -0.189 -0.167 -0.191 -0.189 -0.199 -0.221 -0.214 -0.239 -0.277 -0.290
#> 40 41 42 43 44 45 46 47 48 49
#> -0.252 -0.190 -0.144 -0.099 -0.089 -0.087 -0.090 -0.105 -0.077 -0.043
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.834 0.633 0.484 0.390 0.387 0.392 0.380 0.333 0.293
#> 10 11 12 13 14 15 16 17 18 19
#> 0.295 0.343 0.380 0.272 0.105 -0.001 -0.074 -0.065 -0.047 -0.054
#> 20 21 22 23 24 25 26 27 28 29
#> -0.099 -0.140 -0.138 -0.114 -0.077 -0.137 -0.246 -0.316 -0.348 -0.330
#> 30 31 32 33 34 35 36 37 38 39
#> -0.284 -0.269 -0.279 -0.306 -0.308 -0.291 -0.259 -0.261 -0.291 -0.290
#> 40 41 42 43 44 45 46 47 48 49
#> -0.270 -0.206 -0.111 -0.062 -0.043 -0.060 -0.079 -0.075 -0.064 -0.028
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.797 0.489 0.217 0.047 -0.010 -0.046 -0.060 -0.016 0.119
#> 10 11 12 13 14 15 16 17 18 19
#> 0.294 0.479 0.563 0.422 0.197 -0.003 -0.130 -0.186 -0.232 -0.247
#> 20 21 22 23 24 25 26 27 28 29
#> -0.212 -0.111 0.011 0.131 0.182 0.093 -0.053 -0.188 -0.258 -0.288
#> 30 31 32 33 34 35 36 37 38 39
#> -0.315 -0.308 -0.261 -0.173 -0.086 -0.020 0.000 -0.040 -0.111 -0.180
#> 40 41 42 43 44 45 46 47 48 49
#> -0.202 -0.216 -0.222 -0.189 -0.124 -0.036 -0.004 0.005 -0.009 -0.011
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.824 0.620 0.455 0.386 0.380 0.363 0.353 0.308 0.311
#> 10 11 12 13 14 15 16 17 18 19
#> 0.312 0.350 0.399 0.284 0.124 -0.005 -0.063 -0.055 -0.062 -0.073
#> 20 21 22 23 24 25 26 27 28 29
#> -0.118 -0.122 -0.124 -0.101 -0.078 -0.149 -0.248 -0.302 -0.331 -0.307
#> 30 31 32 33 34 35 36 37 38 39
#> -0.299 -0.286 -0.295 -0.296 -0.296 -0.293 -0.237 -0.245 -0.268 -0.275
#> 40 41 42 43 44 45 46 47 48 49
#> -0.242 -0.175 -0.123 -0.080 -0.068 -0.062 -0.079 -0.101 -0.074 -0.037
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.790 0.457 0.186 0.006 -0.053 -0.064 -0.050 -0.012 0.111
#> 10 11 12 13 14 15 16 17 18 19
#> 0.275 0.451 0.561 0.414 0.170 -0.021 -0.157 -0.214 -0.229 -0.221
#> 20 21 22 23 24 25 26 27 28 29
#> -0.187 -0.107 -0.005 0.102 0.174 0.085 -0.079 -0.193 -0.272 -0.299
#> 30 31 32 33 34 35 36 37 38 39
#> -0.288 -0.255 -0.202 -0.143 -0.083 -0.036 0.001 -0.040 -0.129 -0.179
#> 40 41 42 43 44 45 46 47 48 49
#> -0.211 -0.217 -0.182 -0.114 -0.036 0.002 0.010 -0.009 -0.010 -0.001
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.838 0.607 0.438 0.301 0.266 0.288 0.280 0.274 0.292
#> 10 11 12 13 14 15 16 17 18 19
#> 0.320 0.400 0.440 0.302 0.116 -0.014 -0.116 -0.136 -0.118 -0.128
#> 20 21 22 23 24 25 26 27 28 29
#> -0.136 -0.135 -0.132 -0.081 -0.055 -0.140 -0.244 -0.312 -0.353 -0.334
#> 30 31 32 33 34 35 36 37 38 39
#> -0.298 -0.274 -0.259 -0.258 -0.250 -0.220 -0.196 -0.219 -0.248 -0.241
#> 40 41 42 43 44 45 46 47 48 49
#> -0.214 -0.156 -0.091 -0.048 -0.033 -0.051 -0.059 -0.052 -0.042 -0.019
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.808 0.547 0.356 0.216 0.179 0.210 0.213 0.205 0.221
#> 10 11 12 13 14 15 16 17 18 19
#> 0.233 0.310 0.374 0.254 0.094 -0.019 -0.102 -0.117 -0.084 -0.068
#> 20 21 22 23 24 25 26 27 28 29
#> -0.073 -0.058 -0.051 -0.004 0.019 -0.061 -0.173 -0.220 -0.236 -0.212
#> 30 31 32 33 34 35 36 37 38 39
#> -0.167 -0.154 -0.173 -0.197 -0.206 -0.185 -0.176 -0.223 -0.293 -0.318
#> 40 41 42 43 44 45 46 47 48 49
#> -0.289 -0.214 -0.125 -0.071 -0.061 -0.090 -0.102 -0.103 -0.079 -0.035
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.797 0.489 0.217 0.047 -0.010 -0.046 -0.060 -0.016 0.119
#> 10 11 12 13 14 15 16 17 18 19
#> 0.294 0.479 0.563 0.422 0.197 -0.003 -0.130 -0.186 -0.232 -0.247
#> 20 21 22 23 24 25 26 27 28 29
#> -0.212 -0.111 0.011 0.131 0.182 0.093 -0.053 -0.188 -0.258 -0.288
#> 30 31 32 33 34 35 36 37 38 39
#> -0.315 -0.308 -0.261 -0.173 -0.086 -0.020 0.000 -0.040 -0.111 -0.180
#> 40 41 42 43 44 45 46 47 48 49
#> -0.202 -0.216 -0.222 -0.189 -0.124 -0.036 -0.004 0.005 -0.009 -0.011
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.810 0.488 0.203 0.011 -0.075 -0.134 -0.153 -0.135 -0.018
#> 10 11 12 13 14 15 16 17 18 19
#> 0.194 0.443 0.591 0.466 0.224 0.012 -0.131 -0.193 -0.233 -0.247
#> 20 21 22 23 24 25 26 27 28 29
#> -0.235 -0.153 0.007 0.198 0.315 0.249 0.098 -0.041 -0.140 -0.193
#> 30 31 32 33 34 35 36 37 38 39
#> -0.238 -0.264 -0.269 -0.232 -0.132 -0.010 0.069 0.047 -0.031 -0.106
#> 40 41 42 43 44 45 46 47 48 49
#> -0.162 -0.193 -0.221 -0.236 -0.237 -0.219 -0.162 -0.088 -0.035 -0.007
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.817 0.571 0.384 0.255 0.186 0.144 0.101 0.085 0.149
#> 10 11 12 13 14 15 16 17 18 19
#> 0.229 0.326 0.394 0.275 0.101 -0.005 -0.064 -0.104 -0.131 -0.149
#> 20 21 22 23 24 25 26 27 28 29
#> -0.147 -0.073 -0.005 0.056 0.090 0.023 -0.094 -0.148 -0.167 -0.195
#> 30 31 32 33 34 35 36 37 38 39
#> -0.213 -0.221 -0.219 -0.185 -0.165 -0.164 -0.162 -0.194 -0.260 -0.286
#> 40 41 42 43 44 45 46 47 48 49
#> -0.266 -0.251 -0.213 -0.168 -0.127 -0.090 -0.066 -0.072 -0.054 -0.026
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.862 0.682 0.549 0.478 0.435 0.362 0.303 0.277 0.308
#> 10 11 12 13 14 15 16 17 18 19
#> 0.348 0.382 0.383 0.282 0.138 0.030 -0.020 -0.044 -0.078 -0.125
#> 20 21 22 23 24 25 26 27 28 29
#> -0.145 -0.120 -0.071 -0.038 -0.039 -0.111 -0.204 -0.256 -0.288 -0.317
#> 30 31 32 33 34 35 36 37 38 39
#> -0.354 -0.361 -0.344 -0.294 -0.265 -0.246 -0.242 -0.266 -0.310 -0.330
#> 40 41 42 43 44 45 46 47 48 49
#> -0.298 -0.267 -0.251 -0.230 -0.175 -0.095 -0.049 -0.031 -0.036 -0.019
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.804 0.600 0.419 0.278 0.214 0.133 0.095 0.081 0.171
#> 10 11 12 13 14 15 16 17 18 19
#> 0.281 0.417 0.485 0.362 0.226 0.111 0.016 -0.046 -0.125 -0.183
#> 20 21 22 23 24 25 26 27 28 29
#> -0.195 -0.139 -0.050 0.029 0.074 -0.016 -0.119 -0.203 -0.273 -0.288
#> 30 31 32 33 34 35 36 37 38 39
#> -0.306 -0.335 -0.336 -0.273 -0.173 -0.106 -0.063 -0.119 -0.155 -0.179
#> 40 41 42 43 44 45 46 47 48 49
#> -0.230 -0.234 -0.258 -0.272 -0.257 -0.173 -0.099 -0.046 -0.018 -0.028
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.814 0.611 0.440 0.300 0.272 0.272 0.259 0.241 0.271
#> 10 11 12 13 14 15 16 17 18 19
#> 0.306 0.410 0.462 0.299 0.138 0.003 -0.111 -0.131 -0.126 -0.137
#> 20 21 22 23 24 25 26 27 28 29
#> -0.147 -0.140 -0.128 -0.061 -0.029 -0.131 -0.218 -0.289 -0.347 -0.342
#> 30 31 32 33 34 35 36 37 38 39
#> -0.310 -0.283 -0.265 -0.249 -0.244 -0.202 -0.170 -0.218 -0.221 -0.224
#> 40 41 42 43 44 45 46 47 48 49
#> -0.225 -0.179 -0.126 -0.070 -0.048 -0.042 -0.059 -0.049 -0.035 -0.043
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.818 0.500 0.219 0.036 -0.057 -0.119 -0.120 -0.100 0.018
#> 10 11 12 13 14 15 16 17 18 19
#> 0.229 0.470 0.597 0.464 0.220 0.013 -0.111 -0.184 -0.237 -0.254
#> 20 21 22 23 24 25 26 27 28 29
#> -0.238 -0.147 0.017 0.194 0.286 0.201 0.026 -0.117 -0.199 -0.249
#> 30 31 32 33 34 35 36 37 38 39
#> -0.281 -0.289 -0.277 -0.217 -0.109 0.009 0.072 0.037 -0.052 -0.121
#> 40 41 42 43 44 45 46 47 48 49
#> -0.162 -0.197 -0.223 -0.234 -0.226 -0.197 -0.134 -0.061 -0.015 0.000
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.817 0.508 0.220 0.020 -0.072 -0.136 -0.150 -0.143 -0.023
#> 10 11 12 13 14 15 16 17 18 19
#> 0.189 0.436 0.590 0.469 0.239 0.024 -0.125 -0.197 -0.240 -0.248
#> 20 21 22 23 24 25 26 27 28 29
#> -0.243 -0.158 0.006 0.195 0.318 0.256 0.111 -0.031 -0.133 -0.195
#> 30 31 32 33 34 35 36 37 38 39
#> -0.244 -0.265 -0.279 -0.239 -0.136 -0.015 0.070 0.048 -0.026 -0.103
#> 40 41 42 43 44 45 46 47 48 49
#> -0.163 -0.200 -0.231 -0.240 -0.248 -0.228 -0.168 -0.094 -0.034 -0.008
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.844 0.606 0.391 0.233 0.148 0.087 0.045 0.043 0.102
#> 10 11 12 13 14 15 16 17 18 19
#> 0.209 0.358 0.449 0.356 0.192 0.049 -0.063 -0.136 -0.180 -0.206
#> 20 21 22 23 24 25 26 27 28 29
#> -0.186 -0.116 -0.010 0.120 0.193 0.152 0.049 -0.030 -0.102 -0.162
#> 30 31 32 33 34 35 36 37 38 39
#> -0.217 -0.270 -0.288 -0.266 -0.208 -0.125 -0.073 -0.087 -0.156 -0.207
#> 40 41 42 43 44 45 46 47 48 49
#> -0.246 -0.258 -0.268 -0.288 -0.288 -0.261 -0.209 -0.132 -0.064 -0.022
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.845 0.622 0.448 0.328 0.268 0.212 0.151 0.147 0.236
#> 10 11 12 13 14 15 16 17 18 19
#> 0.330 0.440 0.486 0.355 0.183 0.044 -0.050 -0.115 -0.173 -0.223
#> 20 21 22 23 24 25 26 27 28 29
#> -0.214 -0.141 -0.075 -0.008 0.014 -0.068 -0.165 -0.238 -0.286 -0.323
#> 30 31 32 33 34 35 36 37 38 39
#> -0.363 -0.375 -0.332 -0.255 -0.194 -0.151 -0.136 -0.158 -0.184 -0.197
#> 40 41 42 43 44 45 46 47 48 49
#> -0.192 -0.200 -0.218 -0.201 -0.145 -0.079 -0.047 -0.041 -0.040 -0.023
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.857 0.631 0.421 0.251 0.150 0.091 0.052 0.033 0.095
#> 10 11 12 13 14 15 16 17 18 19
#> 0.205 0.345 0.448 0.360 0.207 0.064 -0.056 -0.140 -0.187 -0.199
#> 20 21 22 23 24 25 26 27 28 29
#> -0.199 -0.125 -0.018 0.108 0.195 0.156 0.062 -0.028 -0.102 -0.167
#> 30 31 32 33 34 35 36 37 38 39
#> -0.223 -0.264 -0.300 -0.276 -0.211 -0.128 -0.071 -0.087 -0.149 -0.212
#> 40 41 42 43 44 45 46 47 48 49
#> -0.249 -0.272 -0.285 -0.292 -0.296 -0.272 -0.211 -0.130 -0.060 -0.018
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.842 0.569 0.338 0.168 0.097 0.051 0.010 0.014 0.099
#> 10 11 12 13 14 15 16 17 18 19
#> 0.255 0.456 0.569 0.459 0.264 0.089 -0.050 -0.117 -0.175 -0.224
#> 20 21 22 23 24 25 26 27 28 29
#> -0.229 -0.180 -0.064 0.091 0.184 0.127 0.004 -0.112 -0.206 -0.252
#> 30 31 32 33 34 35 36 37 38 39
#> -0.296 -0.335 -0.340 -0.311 -0.227 -0.112 -0.036 -0.040 -0.091 -0.143
#> 40 41 42 43 44 45 46 47 48 49
#> -0.180 -0.200 -0.222 -0.238 -0.239 -0.225 -0.175 -0.107 -0.049 -0.011
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.823 0.538 0.294 0.125 0.048 0.015 -0.018 -0.021 0.086
#> 10 11 12 13 14 15 16 17 18 19
#> 0.266 0.471 0.582 0.454 0.238 0.060 -0.078 -0.151 -0.194 -0.237
#> 20 21 22 23 24 25 26 27 28 29
#> -0.249 -0.174 -0.036 0.124 0.210 0.131 -0.013 -0.131 -0.222 -0.275
#> 30 31 32 33 34 35 36 37 38 39
#> -0.301 -0.334 -0.343 -0.287 -0.177 -0.055 0.011 -0.020 -0.094 -0.146
#> 40 41 42 43 44 45 46 47 48 49
#> -0.184 -0.211 -0.221 -0.235 -0.238 -0.194 -0.116 -0.035 0.001 0.010
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.824 0.620 0.455 0.386 0.380 0.363 0.353 0.308 0.311
#> 10 11 12 13 14 15 16 17 18 19
#> 0.312 0.350 0.399 0.284 0.124 -0.005 -0.063 -0.055 -0.062 -0.073
#> 20 21 22 23 24 25 26 27 28 29
#> -0.118 -0.122 -0.124 -0.101 -0.078 -0.149 -0.248 -0.302 -0.331 -0.307
#> 30 31 32 33 34 35 36 37 38 39
#> -0.299 -0.286 -0.295 -0.296 -0.296 -0.293 -0.237 -0.245 -0.268 -0.275
#> 40 41 42 43 44 45 46 47 48 49
#> -0.242 -0.175 -0.123 -0.080 -0.068 -0.062 -0.079 -0.101 -0.074 -0.037
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.823 0.538 0.294 0.125 0.048 0.015 -0.018 -0.021 0.086
#> 10 11 12 13 14 15 16 17 18 19
#> 0.266 0.471 0.582 0.454 0.238 0.060 -0.078 -0.151 -0.194 -0.237
#> 20 21 22 23 24 25 26 27 28 29
#> -0.249 -0.174 -0.036 0.124 0.210 0.131 -0.013 -0.131 -0.222 -0.275
#> 30 31 32 33 34 35 36 37 38 39
#> -0.301 -0.334 -0.343 -0.287 -0.177 -0.055 0.011 -0.020 -0.094 -0.146
#> 40 41 42 43 44 45 46 47 48 49
#> -0.184 -0.211 -0.221 -0.235 -0.238 -0.194 -0.116 -0.035 0.001 0.010
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.776 0.417 0.117 -0.066 -0.133 -0.173 -0.156 -0.118 0.023
#> 10 11 12 13 14 15 16 17 18 19
#> 0.216 0.426 0.559 0.403 0.135 -0.080 -0.200 -0.241 -0.247 -0.215
#> 20 21 22 23 24 25 26 27 28 29
#> -0.169 -0.062 0.074 0.210 0.301 0.207 0.029 -0.111 -0.195 -0.238
#> 30 31 32 33 34 35 36 37 38 39
#> -0.247 -0.216 -0.171 -0.118 -0.064 -0.020 0.012 -0.031 -0.120 -0.170
#> 40 41 42 43 44 45 46 47 48 49
#> -0.189 -0.189 -0.172 -0.123 -0.063 -0.028 -0.020 -0.033 -0.022 -0.006
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.844 0.606 0.391 0.233 0.148 0.087 0.045 0.043 0.102
#> 10 11 12 13 14 15 16 17 18 19
#> 0.209 0.358 0.449 0.356 0.192 0.049 -0.063 -0.136 -0.180 -0.206
#> 20 21 22 23 24 25 26 27 28 29
#> -0.186 -0.116 -0.010 0.120 0.193 0.152 0.049 -0.030 -0.102 -0.162
#> 30 31 32 33 34 35 36 37 38 39
#> -0.217 -0.270 -0.288 -0.266 -0.208 -0.125 -0.073 -0.087 -0.156 -0.207
#> 40 41 42 43 44 45 46 47 48 49
#> -0.246 -0.258 -0.268 -0.288 -0.288 -0.261 -0.209 -0.132 -0.064 -0.022
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.883 0.714 0.573 0.470 0.417 0.372 0.313 0.254 0.263
#> 10 11 12 13 14 15 16 17 18 19
#> 0.319 0.392 0.430 0.337 0.187 0.074 -0.014 -0.050 -0.073 -0.116
#> 20 21 22 23 24 25 26 27 28 29
#> -0.148 -0.144 -0.087 -0.020 0.014 -0.049 -0.148 -0.216 -0.273 -0.303
#> 30 31 32 33 34 35 36 37 38 39
#> -0.324 -0.357 -0.376 -0.354 -0.304 -0.238 -0.200 -0.218 -0.272 -0.301
#> 40 41 42 43 44 45 46 47 48 49
#> -0.319 -0.324 -0.299 -0.278 -0.255 -0.212 -0.143 -0.072 -0.025 -0.001
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.851 0.670 0.541 0.461 0.408 0.356 0.314 0.286 0.307
#> 10 11 12 13 14 15 16 17 18 19
#> 0.327 0.345 0.367 0.264 0.115 0.025 -0.041 -0.056 -0.084 -0.114
#> 20 21 22 23 24 25 26 27 28 29
#> -0.135 -0.124 -0.093 -0.072 -0.056 -0.129 -0.220 -0.266 -0.310 -0.337
#> 30 31 32 33 34 35 36 37 38 39
#> -0.343 -0.337 -0.310 -0.287 -0.272 -0.269 -0.247 -0.271 -0.319 -0.306
#> 40 41 42 43 44 45 46 47 48 49
#> -0.272 -0.242 -0.211 -0.168 -0.103 -0.052 -0.026 -0.036 -0.023 -0.004
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.826 0.571 0.363 0.235 0.200 0.182 0.154 0.142 0.202
#> 10 11 12 13 14 15 16 17 18 19
#> 0.277 0.386 0.450 0.318 0.127 -0.026 -0.105 -0.113 -0.121 -0.143
#> 20 21 22 23 24 25 26 27 28 29
#> -0.157 -0.126 -0.083 -0.020 0.020 -0.061 -0.180 -0.259 -0.286 -0.260
#> 30 31 32 33 34 35 36 37 38 39
#> -0.252 -0.257 -0.264 -0.253 -0.234 -0.214 -0.181 -0.202 -0.239 -0.241
#> 40 41 42 43 44 45 46 47 48 49
#> -0.195 -0.124 -0.078 -0.050 -0.044 -0.035 -0.035 -0.050 -0.037 -0.023
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.817 0.508 0.220 0.020 -0.072 -0.136 -0.150 -0.143 -0.023
#> 10 11 12 13 14 15 16 17 18 19
#> 0.189 0.436 0.590 0.469 0.239 0.024 -0.125 -0.197 -0.240 -0.248
#> 20 21 22 23 24 25 26 27 28 29
#> -0.243 -0.158 0.006 0.195 0.318 0.256 0.111 -0.031 -0.133 -0.195
#> 30 31 32 33 34 35 36 37 38 39
#> -0.244 -0.265 -0.279 -0.239 -0.136 -0.015 0.070 0.048 -0.026 -0.103
#> 40 41 42 43 44 45 46 47 48 49
#> -0.163 -0.200 -0.231 -0.240 -0.248 -0.228 -0.168 -0.094 -0.034 -0.008
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.777 0.465 0.181 -0.014 -0.095 -0.162 -0.182 -0.156 0.000
#> 10 11 12 13 14 15 16 17 18 19
#> 0.218 0.459 0.586 0.429 0.198 -0.012 -0.156 -0.213 -0.254 -0.271
#> 20 21 22 23 24 25 26 27 28 29
#> -0.241 -0.116 0.060 0.237 0.329 0.229 0.083 -0.050 -0.155 -0.207
#> 30 31 32 33 34 35 36 37 38 39
#> -0.257 -0.286 -0.270 -0.188 -0.068 0.025 0.073 0.014 -0.062 -0.124
#> 40 41 42 43 44 45 46 47 48 49
#> -0.181 -0.197 -0.222 -0.232 -0.216 -0.151 -0.071 -0.027 -0.007 -0.018
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.822 0.660 0.517 0.407 0.398 0.386 0.369 0.324 0.307
#> 10 11 12 13 14 15 16 17 18 19
#> 0.297 0.347 0.375 0.244 0.119 0.008 -0.067 -0.064 -0.057 -0.062
#> 20 21 22 23 24 25 26 27 28 29
#> -0.106 -0.125 -0.134 -0.095 -0.065 -0.142 -0.229 -0.293 -0.352 -0.334
#> 30 31 32 33 34 35 36 37 38 39
#> -0.310 -0.279 -0.282 -0.292 -0.301 -0.283 -0.247 -0.293 -0.306 -0.296
#> 40 41 42 43 44 45 46 47 48 49
#> -0.286 -0.228 -0.155 -0.092 -0.058 -0.046 -0.070 -0.054 -0.034 -0.043
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.818 0.576 0.403 0.273 0.189 0.110 0.052 0.045 0.146
#> 10 11 12 13 14 15 16 17 18 19
#> 0.237 0.344 0.409 0.290 0.128 0.008 -0.057 -0.103 -0.154 -0.191
#> 20 21 22 23 24 25 26 27 28 29
#> -0.181 -0.074 0.012 0.091 0.129 0.058 -0.042 -0.117 -0.141 -0.181
#> 30 31 32 33 34 35 36 37 38 39
#> -0.234 -0.267 -0.252 -0.191 -0.153 -0.134 -0.134 -0.173 -0.229 -0.268
#> 40 41 42 43 44 45 46 47 48 49
#> -0.257 -0.250 -0.259 -0.246 -0.193 -0.120 -0.070 -0.054 -0.059 -0.033
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.798 0.573 0.438 0.307 0.225 0.209 0.174 0.177 0.274
#> 10 11 12 13 14 15 16 17 18 19
#> 0.387 0.490 0.490 0.322 0.152 0.052 -0.049 -0.116 -0.140 -0.177
#> 20 21 22 23 24 25 26 27 28 29
#> -0.179 -0.101 -0.024 0.047 0.040 -0.085 -0.179 -0.227 -0.282 -0.319
#> 30 31 32 33 34 35 36 37 38 39
#> -0.333 -0.344 -0.327 -0.263 -0.193 -0.140 -0.142 -0.200 -0.223 -0.216
#> 40 41 42 43 44 45 46 47 48 49
#> -0.220 -0.236 -0.217 -0.203 -0.180 -0.130 -0.077 -0.045 -0.051 -0.040
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.818 0.582 0.404 0.276 0.195 0.137 0.115 0.110 0.182
#> 10 11 12 13 14 15 16 17 18 19
#> 0.319 0.451 0.502 0.368 0.189 0.066 -0.024 -0.103 -0.163 -0.185
#> 20 21 22 23 24 25 26 27 28 29
#> -0.203 -0.146 -0.045 0.050 0.086 0.001 -0.109 -0.176 -0.229 -0.283
#> 30 31 32 33 34 35 36 37 38 39
#> -0.329 -0.325 -0.326 -0.279 -0.190 -0.119 -0.086 -0.117 -0.149 -0.164
#> 40 41 42 43 44 45 46 47 48 49
#> -0.182 -0.220 -0.248 -0.237 -0.230 -0.199 -0.134 -0.083 -0.043 -0.026
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.790 0.603 0.470 0.353 0.354 0.312 0.262 0.271 0.305
#> 10 11 12 13 14 15 16 17 18 19
#> 0.348 0.400 0.415 0.297 0.155 0.050 -0.048 -0.052 -0.080 -0.129
#> 20 21 22 23 24 25 26 27 28 29
#> -0.138 -0.119 -0.078 -0.056 -0.055 -0.159 -0.229 -0.257 -0.288 -0.300
#> 30 31 32 33 34 35 36 37 38 39
#> -0.313 -0.339 -0.315 -0.291 -0.275 -0.238 -0.205 -0.223 -0.243 -0.216
#> 40 41 42 43 44 45 46 47 48 49
#> -0.205 -0.173 -0.150 -0.164 -0.117 -0.084 -0.101 -0.084 -0.086 -0.070
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.878 0.673 0.482 0.323 0.240 0.190 0.149 0.139 0.198
#> 10 11 12 13 14 15 16 17 18 19
#> 0.300 0.436 0.514 0.420 0.260 0.109 -0.018 -0.087 -0.131 -0.171
#> 20 21 22 23 24 25 26 27 28 29
#> -0.181 -0.144 -0.070 0.034 0.093 0.034 -0.072 -0.176 -0.262 -0.308
#> 30 31 32 33 34 35 36 37 38 39
#> -0.339 -0.355 -0.352 -0.317 -0.251 -0.168 -0.109 -0.124 -0.169 -0.217
#> 40 41 42 43 44 45 46 47 48 49
#> -0.259 -0.280 -0.292 -0.286 -0.270 -0.233 -0.173 -0.104 -0.044 -0.012
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.839 0.642 0.515 0.449 0.458 0.493 0.468 0.408 0.345
#> 10 11 12 13 14 15 16 17 18 19
#> 0.324 0.339 0.364 0.271 0.121 0.022 -0.041 -0.025 -0.002 -0.021
#> 20 21 22 23 24 25 26 27 28 29
#> -0.071 -0.126 -0.142 -0.120 -0.115 -0.179 -0.288 -0.334 -0.356 -0.332
#> 30 31 32 33 34 35 36 37 38 39
#> -0.273 -0.261 -0.276 -0.312 -0.333 -0.319 -0.283 -0.295 -0.331 -0.337
#> 40 41 42 43 44 45 46 47 48 49
#> -0.301 -0.247 -0.164 -0.117 -0.098 -0.112 -0.122 -0.110 -0.080 -0.038
#>
#> Autocorrelations of series 'y', by lag
#>
#> 0 1 2 3 4 5 6 7 8 9
#> 1.000 0.804 0.540 0.356 0.230 0.136 0.071 0.052 0.040 0.117
#> 10 11 12 13 14 15 16 17 18 19
#> 0.252 0.381 0.449 0.319 0.145 0.028 -0.061 -0.138 -0.191 -0.179
#> 20 21 22 23 24 25 26 27 28 29
#> -0.181 -0.103 0.028 0.138 0.189 0.113 0.018 -0.042 -0.099 -0.173
#> 30 31 32 33 34 35 36 37 38 39
#> -0.231 -0.251 -0.281 -0.253 -0.175 -0.110 -0.080 -0.121 -0.176 -0.213
#> 40 41 42 43 44 45 46 47 48 49
#> -0.219 -0.236 -0.258 -0.266 -0.268 -0.234 -0.163 -0.107 -0.066 -0.031
#> [1] 12.99histogram_mode
histogram_mode measures the mode of the data vector using histograms with a given number of bins (default to 10) as suggestion.
outlierinclude_mdrmd
outlierinclude_mdrmd measures the median as more and more outliers are included in the calculation according to a specified rule, of outliers being furthest from the mean.
The threshold for including time-series data points in the analysis increases from zero to the maximum deviation, in increments of 0.01*sigma (by default), where sigma is the standard deviation of the time series.
At each threshold, proportion of time series points included and median are calculated, and outputs from the algorithm measure how these statistical quantities change as more extreme points are included in the calculation.
outlierinclude_mdrmd essentially returns the median of the median of range indices.
fluctanal_prop_r1
fluctanal_prop_r1 implements fluctuation analysis. It fits a polynomial of order 1 and then returns the range. The order of fluctuations is 2, corresponding to root mean square fluctuations.
Reproducing papers
Hyndman, Wang and Laptev (ICDM 2015)
Here we replicate the analysis in Hyndman, Wang & Laptev (ICDM 2015). However, note that crossing_points, peak and trough are defined differently in the tsfeatures package than in the Hyndman et al (2015) paper. Other features are the same.
hwl <- bind_cols(
tsfeatures(yahoo,
c("acf_features","entropy","lumpiness",
"flat_spots","crossing_points")),
tsfeatures(yahoo,"stl_features", s.window='periodic', robust=TRUE),
tsfeatures(yahoo, "max_kl_shift", width=48),
tsfeatures(yahoo,
c("mean","var"), scale=FALSE, na.rm=TRUE),
tsfeatures(yahoo,
c("max_level_shift","max_var_shift"), trim=TRUE)) %>%
select(mean, var, x_acf1, trend, linearity, curvature,
seasonal_strength, peak, trough,
entropy, lumpiness, spike, max_level_shift, max_var_shift, flat_spots,
crossing_points, max_kl_shift, time_kl_shift)# 2-d Feature space
library(ggplot2)
hwl_pca <- hwl %>%
na.omit() %>%
prcomp(scale=TRUE)
hwl_pca$x %>%
as_tibble() %>%
ggplot(aes(x=PC1, y=PC2)) +
geom_point()
Kang, Hyndman & Smith-Miles (IJF 2017)
Compute the features used in Kang, Hyndman & Smith-Miles (IJF 2017). Note that the trend and ACF1 are computed differently for non-seasonal data in the tsfeatures package than in the Kang et al (2017). tsfeatures uses mstl which uses supsmu for the trend calculation with non-seasonal data, whereas Kang et al used a penalized regression spline computed using mgcv instead. Other features are the same.
library(tsfeatures)
library(dplyr)
library(tidyr)
library(forecast)
M3data <- purrr::map(Mcomp::M3,
function(x) {
tspx <- tsp(x$x)
ts(c(x$x,x$xx), start=tspx[1], frequency=tspx[3])
})
khs_stl <- function(x,...) {
lambda <- BoxCox.lambda(x, lower=0, upper=1, method='loglik')
y <- BoxCox(x, lambda)
c(stl_features(y, s.window='periodic', robust=TRUE, ...), lambda=lambda)
}khs <- bind_cols(
tsfeatures(M3data, c("frequency", "entropy")),
tsfeatures(M3data, "khs_stl", scale=FALSE)) %>%
select(frequency, entropy, trend, seasonal_strength, e_acf1, lambda) %>%
replace_na(list(seasonal_strength=0)) %>%
rename(
Frequency = frequency,
Entropy = entropy,
Trend = trend,
Season = seasonal_strength,
ACF1 = e_acf1,
Lambda = lambda) %>%
mutate(Period = as.factor(Frequency))
# 2-d Feature space (Top of Fig 2)
khs_pca <- khs %>%
select(-Period) %>%
prcomp(scale=TRUE)
khs_pca$x %>%
as_tibble() %>%
bind_cols(Period=khs$Period) %>%
ggplot(aes(x=PC1, y=PC2)) +
geom_point(aes(col=Period))
Resources
Cleveland, R. B., Cleveland, W. S., McRae, J. E., & Terpenning, I. (1990). STL: A Seasonal-Trend Decomposition. Journal of Official Statistics, 6(1), 3-73.
License
This package is free and open source software, licensed under GPL-3.