AUTOREG procedure,autocorrelation, heteroscedasticity and time varying variance

[Asudipta]

I was just going through the article on the AUTOREG procedure and it mentions that auto regression  and heteroscedasticity as similar .

If it is similar then how is it also defined as time varying variance.

[Asudipta]

Heteroscedicity means error term with variance keeps on changing and autoregression means the present value is closely related to past state much like Markov chain.I dont this two are related