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lag_plot() accepts variable lags #2723

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lag_plot() accepts variable lags #2723

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1 change: 1 addition & 0 deletions pandas/tests/test_graphics.py
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Original file line number Diff line number Diff line change
Expand Up @@ -160,6 +160,7 @@ def test_autocorrelation_plot(self):
def test_lag_plot(self):
from pandas.tools.plotting import lag_plot
_check_plot_works(lag_plot, self.ts)
_check_plot_works(lag_plot, self.ts, lag=5)

@slow
def test_bootstrap_plot(self):
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9 changes: 5 additions & 4 deletions pandas/tools/plotting.py
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Expand Up @@ -520,12 +520,13 @@ def random_color(column):
return ax


def lag_plot(series, ax=None, **kwds):
def lag_plot(series, lag=1, ax=None, **kwds):
"""Lag plot for time series.

Parameters:
-----------
series: Time series
lag: lag of the scatter plot, default 1
ax: Matplotlib axis object, optional
kwds: Matplotlib scatter method keyword arguments, optional

Expand All @@ -535,12 +536,12 @@ def lag_plot(series, ax=None, **kwds):
"""
import matplotlib.pyplot as plt
data = series.values
y1 = data[:-1]
y2 = data[1:]
y1 = data[:-lag]
y2 = data[lag:]
if ax is None:
ax = plt.gca()
ax.set_xlabel("y(t)")
ax.set_ylabel("y(t + 1)")
ax.set_ylabel("y(t + %s)" % lag)
ax.scatter(y1, y2, **kwds)
return ax

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