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

Figure 5

Decomposition of the inverse power spectrum of each process 𝑦_𝑖 in (4), 𝑃_𝑗𝑗(𝑓), into contributions directed towards each process 𝑦_𝑖 (𝑃_𝑗→𝑖, shaded areas in each plot) (a), and corresponding squared PDC from 𝑦_𝑗 to 𝑦_𝑖, |𝜋_𝑖𝑗(𝑓)|² (b) depicted for each 𝑖,𝑗=1,…,𝑀.

(a)

(b)