title: Behaviour of Granger causality under filtering: theoretical invariance and practical application.
abstract: Granger causality (G-causality) is increasingly employed as a method for identifying directed functional connectivity in neural time series data. However, little attention has been paid to the influence of common preprocessing methods such as filtering on G-causality inference. Filtering is often used to remove artifacts from data and/or to isolate frequency bands of interest. Here, we show [following Geweke (1982)] that G-causality for a stationary vector autoregressive (VAR) process is fully invariant under the application of an arbitrary invertible filter; therefore filtering cannot and does not isolate frequency-specific G-causal inferences. We describe and illustrate a simple alternative: integration of frequency domain (spectral) G-causality over the appropriate frequencies ("band limited G-causality"). We then show, using an analytically solvable minimal model, that in practice G-causality inferences often do change after filtering, as a consequence of large increases in empirical model order induced by filtering. Finally, we demonstrate a valid application of filtering in removing a nonstationary ("line noise") component from data. In summary, when applied carefully, filtering can be a useful preprocessing step for removing artifacts and for furnishing or improving stationarity; however filtering is inappropriate for isolating causal influences within specific frequency bands.
authors.affiliation: Sackler Centre for Consciousness Science and School of Informatics, University of Sussex, Brighton BN1 9QJ, UK. l.c.barnett@sussex.ac.uk
authors.forename: Lionel
authors.initials: L
authors.lastname: Barnett
authors.forename: Anil K
authors.initials: AK
authors.lastname: Seth
mesh_terms: D000200:Action Potentials / Q000502:physiology; D000465:Algorithms; D000818:Animals; D016477:Artifacts; D003198:Computer Simulation; D004594:Electrophysiology / Q000379:methods*; D006801:Humans; D009415:Nerve Net / Q000502:physiology*; D016571:Neural Networks, Computer; D012815:Signal Processing, Computer-Assisted