Python code for calculating Allan deviation and related statistics:

Sample output:

Cheat-sheet (see

Phase PSD Frequency PSD ADEV
1/f^4, "Black?" 1/f^2, Brownian, random walk sqrt(tau)
1/f^3 ?, "Black?" 1/f Pink constant
1/f^2, Brownian, random walk f^0, White 1/sqrt(tau)
f^0, White f^2 Violet 1/tau

Phase PSD is frequency dependence of the the power-spectral-density of the phase noise.
Frequency PSD is the frequency dependence of the power-spectral-density of the frequency noise.
ADEV is the tau-dependence of the Allan deviation.

These can get confusing! Please comment below if I made an error!