Sample autocovariance of a numeric time series at a given lag,
CovarianceFunction[data, hspec]
CovarianceFunction[proc, hspec]
CovarianceFunction[proc, s, t]
CovarianceFunction[{2, 3, 4, 3}, 2]
→ -1/4CovarianceFunction[{2, 3, 4, 3}, 0]
→ 1/2CovarianceFunction[{1, 2, 3, 4, 5}, -2]
→ -1/5