An assumption of linear dependence is not necessary.
An organized curvature in the pattern of dots might suggest nonlinear dependence between time separated values.
Such nonlinear dependence might not be effectively summarized by other
methods (e.g., the autocorrelation function [acf], which is described later).
Another attribute is
that the lagged scatterplot can show if the autocorrelation is characteristic of the bulk of the data
or is driven by one or more outliers.