Lag Plot for Time Series Autocorrelation Diagnosis in Python, R, Julia and JavaScript

Source code in 15 libraries — Python: Altair, Bokeh, lets-plot, Matplotlib, Plotly, plotnine, Pygal, Seaborn; R: ggplot2; Julia: Makie.jl; JavaScript: Chart.js, D3.js, Apache ECharts, Highcharts, MUI X Charts.

A lag plot is a scatter plot of a time series against a lagged version of itself, plotting y(t) on the x-axis versus y(t+k) on the y-axis for a given lag order k. If the data is purely random, points scatter uniformly with no visible structure; if autocorrelation is present, distinctive patterns emerge — linear clusters for autoregressive processes, elliptical shapes for seasonal data. This provides a quick visual diagnostic for time series dependence, complementing numerical tools like ACF/PACF.

Renders

• Full-resolution render, light theme
• Full-resolution render, dark theme
• Interactive version, light theme
• Interactive version, dark theme

Preview render from the Altair implementation.

Implementations

• Lag Plot for Time Series Autocorrelation Diagnosis in Altair (Python)
• Lag Plot for Time Series Autocorrelation Diagnosis in Bokeh (Python)
• Lag Plot for Time Series Autocorrelation Diagnosis in lets-plot (Python)
• Lag Plot for Time Series Autocorrelation Diagnosis in Matplotlib (Python)
• Lag Plot for Time Series Autocorrelation Diagnosis in Plotly (Python)
• Lag Plot for Time Series Autocorrelation Diagnosis in plotnine (Python)
• Lag Plot for Time Series Autocorrelation Diagnosis in Pygal (Python)
• Lag Plot for Time Series Autocorrelation Diagnosis in Seaborn (Python)
• Lag Plot for Time Series Autocorrelation Diagnosis in ggplot2 (R)
• Lag Plot for Time Series Autocorrelation Diagnosis in Makie.jl (Julia)
• Lag Plot for Time Series Autocorrelation Diagnosis in Chart.js (JavaScript)
• Lag Plot for Time Series Autocorrelation Diagnosis in D3.js (JavaScript)
• Lag Plot for Time Series Autocorrelation Diagnosis in Apache ECharts (JavaScript)
• Lag Plot for Time Series Autocorrelation Diagnosis in Highcharts (JavaScript)
• Lag Plot for Time Series Autocorrelation Diagnosis in MUI X Charts (JavaScript)