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None of our data series showed significant autocorrelation, and absence of autocorrelation was significant in 13 out of the 26 considered cases.
An accepted test for autocorrelation in short data series is a lag-I test, conducted on residuals or ‘detrended’ data.
We adjusted the degrees of freedom for tests of significance of correlation coefficients for temporal autocorrelation , ensuring that the adjusted degrees of freedom was equal to the actual sample size.
Fig.2 shows the results of an autocorrelation performed on an image with the crack pattern.
The autocorrelation of the periodogram is then computed; any periodicity of the stepping is revealed as a peak at each recurrence of the frequency of the periodicities.
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