Global Granger Causality (GGC) algorithm applied on a simple toy model. (A) The actual network structure used in toy model of global network. (B) Network structure inferred from PGC. (C) Network structure inferred from pair-wise Granger causality (solid and dashed links). By using partial Granger causality among three units, we can delete some of them (dashed links). (D) The final network structure from GGC, it is consistent with the actual relationship. (E) ROC curve summarizing the performance of the procedure on a random network with maximum non-zero coefficients. (F) ROC curve summarizing the performance of the algorithm on a random network with random non-zero coefficients. (G) True positive rate as a function of the magnitude of the non-zero coefficient.