You have to install Yoast SEO and then add to functions.php:
function return_canon () {
$canon_page = get_pagenum_link(1);
return $canon_page;
}
function canon_paged() {
if (is_paged()) {
add_filter( 'wpseo_canonical', 'return_canon' );
}
}
add_filter('wpseo_head','canon_paged');