Sub-Terahertz frequencies (frequencies above 100 GHz) have the potential to satisfy the unprecedented demand on data rate on the order of hundreds of Gbps for sixth-generation (6G) wireless communications and beyond. Accurate beam tracking and rapid beam selection are increasingly important since antenna arrays with more elements generate narrower beams to compensate for additional path loss within the first meter of propagation distance at sub-THz frequencies. Realistic channel models for above 100 GHz are needed, and should include spatial consistency to model the spatial and temporal channel evolution along the user trajectory. This paper introduces recent outdoor urban microcell (UMi) propagation measurements at 142 GHz along a 39 m $\times$ 12 m rectangular route (102 m long), where each consecutive and adjacent receiver location is 3 m apart from each other. The measured power delay profiles and angular power spectrum at each receiver location are used to study spatial autocorrelation properties of various channel parameters such as shadow fading, delay spread, and angular spread along the track. Compared to the correlation distances reported in the 3GPP TR 38.901 for frequencies below 100 GHz, the measured correlation distance of shadow fading at 142 GHz (3.8 m) is much shorter than the 10-13 m as specified in 3GPP; the measured correlation distances of delay spread and angular spread at 142 GHz (both 12 m) are comparable to the 7-10 m as specified in 3GPP. This result may guide the development of a statistical spatially consistent channel model for frequencies above 100 GHz in the UMi street canyon environment.