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若有两种变量，且它们的值为离散的，那么二维相关图可以表示两个变量所有可能组合之间的相关性。当然如果是单变量，那么自身所有可能的组合也可以组成一个相关图。

import numpy as np
import pandas as pd
import matplotlib.pyplot as plt

# Prepare Data
df = pd.read_csv("https://github.com/selva86/datasets/raw/master/economics.csv", parse_dates=['date']).head(100)
x = np.arange(df.shape[0])
y_returns = (df.psavert.diff().fillna(0)/df.psavert.shift(1)).fillna(0) * 100
# diff() 将本行与前一行直接做差 shift()为向后移动一行

# Plot
plt.figure(figsize=(16,10), dpi= 80)
plt.fill_between(x[1:], y_returns[1:], 0, where=y_returns[1:] >= 0, facecolor='green', interpolate=True, alpha=0.7)
plt.fill_between(x[1:], y_returns[1:], 0, where=y_returns[1:] <= 0, facecolor='red', interpolate=True, alpha=0.7)

# Annotate
plt.annotate('Peak \n1975', xy=(94.0, 21.0), xytext=(88.0, 28),
             bbox=dict(boxstyle='square', fc='firebrick'),
             arrowprops=dict(facecolor='steelblue', shrink=0.05), fontsize=15, color='white')


# Decorations
xtickvals = [str(m)[:3].upper()+"-"+str(y) for y,m in zip(df.date.dt.year, df.date.dt.month_name())]
plt.gca().set_xticks(x[::6])
plt.gca().set_xticklabels(xtickvals[::6], rotation=90, fontdict={'horizontalalignment': 'center', 'verticalalignment': 'center_baseline'})
plt.ylim(-35,35)
plt.xlim(1,100)
plt.title("Month Economics Return %", fontsize=22)
plt.ylabel('Monthly returns %')
plt.grid(alpha=0.5)
plt.show()