data(myAutoregressiveData)
round(cor(myAutoregressiveData), 2)
# note the sub-diagonal correlations (lag 1)
# x1-x2, x2-x3, x3-x4, x4-x5
# and the second sub-diagonal correlations (lag 2)
# x1-x3, x2-x4, x3-x5
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