Using R 2.2.1 I have encountered the following trivial problem with lag.plot.
produces a labelled, directed lines "lag plot". But labels are taken to be
so x-y coordinates for the last label have to be recycled, and one
actually sees on the screen labels "1" and "3" overlapping. Typing:
solves the problem. Of course, the problem is there for univariate
time series of any length (just tried some values:D ).