Determinant of Autocorrelation Matrix is Strictly Positive/Examples/Order 2

Example of Use of Determinant of Autocorrelation Matrix is Strictly Positive
Let $\rho_1$ be the autocorrelation of a strictly stationary stochastic process $S$ at lag $1$.

Then:
 * $-1 < \rho_1 < 1$

Proof
Consider the autocorrelation matrix of order $2$: