Autocorrelation (Davis 1986) is carried out on separate column(s) of evenly sampled temporal/stratigraphic data. Lag times τ up to N/2, where N is the number of values in the vector, are shown along the x axis (positive lag times only - the autocorrelation function is symmetrical around zero). A predominantly zero autocorrelation signifies random data - periodicities turn up as peaks.

The "95 percent confidence interval" option will draw lines after Davis (1986). This is the confidence interval for random, independent points (white noise). There are two issues: White noise is an unrealistic null model, and the confidence interval is only strictly valid at each individual lag (multiple testing problem).

Missing data supported.


Davis, J.C. 1986. Statistics and Data Analysis in Geology. John Wiley & Sons.

Published Aug. 31, 2020 1:40 PM - Last modified Aug. 31, 2020 1:40 PM