\begin{definition}[Definition:Autocovariance/Coefficient]
Let $S$ be a stochastic process giving rise to a time series $T$.
Let $\gamma_k := \cov {z_t, z_{t + k} }$ denote the '''autocovariance''' of $S$ at lag $k$.
:$\gamma_k$ is known as the '''autovariance coefficient''' of $S$ at $k$.
\end{definition}