Measuring Connectivity in Linear Multivariate Processes: Definitions, Interpretation, and Practical Analysis

Figure 4

Decomposition of the power spectrum of each process 𝑦_𝑖 in (4), 𝑆_𝑖𝑖(𝑓), into contributions coming from each process 𝑦_𝑗 (𝑆_𝑖|𝑗, shaded areas in each plot) (a), and corresponding squared DC from 𝑦_𝑗 to 𝑦_𝑖, |𝛾_𝑖𝑗(𝑓)|² (b) depicted for each 𝑖,𝑗=1,…,𝑀.

(a)

(b)