> Figure 19: Since we are assuming weak stationarity, we can drop the additional argument to γ and just write h. We use the assumption that it is equal for all points h units apart to simplify.
通过扩展和使用协方差函数的线性，我们得到简化形式。
> Figure 20: The simplified covariance function for realisations h units apart on the AR(1) model.
> Figure 21: The variance of the AR(1) model using the assumption of weak stationarity.
通过将这些项移到等式的一侧来解决，这给了我们；
> Figure 22: The Variance of a realisation from the AR(1) model.
由于γ（h）=γ（-h）（协方差是对称的），我们可以大大简化自相关（ACF）：
