TABLE 5.
Frequency domain measures of causality between two processes and .
| Direct | Strictly causal MVAR representation | Extended MVAR representation | |
|---|---|---|---|
| 1) Direct causality | PDC: | ePDC: | |
| 2) Extended direct causality | |||
| Direct + indirect | |||
| 1) Causality | DC: | eDC: | |
| 2) Extended causality |