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Updated: Oct 22, 2025

Application of Granger Causality Analysis of the Directed Functional Connection in Alzheimer's Disease and Mild Cognitive Impairment
Published on: August 7, 2017
Frequency Domain Repercussions of Instantaneous Granger Causality
Luiz A Baccalá1, Koichi Sameshima2
1Departamento de Telecomunicações e Controle, Escola Politécnica, Universidade de São Paulo, São Paulo 05508-900, Brazil.
Abstract:
Using directed transfer function (DTF) and partial directed coherence (PDC) in the information version, this paper extends the theoretical framework to incorporate the instantaneous Granger causality (iGC) frequency domain description into a single unified perspective. We show that standard vector autoregressive models allow portraying iGC's repercussions associated with Granger connectivity, where interactions mediated without delay between time series can be easily detected.
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