Strictly Stationary Stochastic Process/Examples/Autocovariance

Example of Strictly Stationary Stochastic Process
Let $S$ be a strictly stationary stochastic process giving rise to a time series $T$.

It is necessary that:
 * The autocovariance between every two observations $z_t, z_{t + k}$ separated by a given lag $k$

is the same as:
 * the autocovariance between every other two observations $z_{t + m}, z_{t + m + k}$separated by a given lag $k$