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. Author manuscript; available in PMC: 2023 Oct 13.
Published in final edited form as: Annu Rev Stat Appl. 2021 Nov 17;9(1):289–319. doi: 10.1146/annurev-statistics-040120-010930

Figure 1.

Figure 1

A simple VAR process with three variables generated according to Equation 5. The time series plots (center, right) suggest Granger causal interactions between x2 and x3 in a bivariate analysis excluding x1. Moreover, the direction of causality is different when C=0.7 (x2→x3) and C=0 (x3→x2). Bivariate VAR modeling using the vars R package (Pfaff 2008) confirms these observations. Abbreviation: VAR, vector autoregressive.