Table 1.

Results of multivariate and bivariate analyses of simulated data (a) p-values of tests for Granger causality with respect to X_{1,2,3,4}; (b) p-values of tests for bivariate Granger causality; (c) p-values of tests for multivariate (below diagonal) and bivariate (above diagonal) contemporaneous non-correlation.

	from
to	X1	X2	X3	X4
(a) multivariate Granger causality
X1	—	0.907	0.294	0.607
X2	<0.001	—	0.116	0.096
X3	0.016	<0.001	—	<0.001
X4	<0.001	0.988	0.371	—
(b) bivariate Granger causality
X1	—	0.970	0.589	0.895
X2	0.001	—	0.533	0.305
X3	<0.001	<0.001	—	<0.001
X4	<0.001	0.865	0.489	—
(c) contemporaneous non-correlation
X1	—	0.369	0.803	0.981
X2	0.381	—	0.202	0.042
X3	0.616	0.819	—	0.829
X4	0.924	0.754	0.246	—