Figure 2
Conditional Granger causality approach applied on a simple linear toy model. (A) Five time series are simultaneously generated, and the length of each time series is 1000. X2, X3, X4 and X5 are shifted upward for visualization purpose. (B) For visualization purpose, all directed edges (causalities) are sorted and enumerated into the table. (C) The derived network structure by using conditional Granger causality approach. (D) The 95% confidence intervals graph for all the possible directed connections derived by conditional Granger causality. (E) Granger causality results in frequency domain.