  Here we dispel the lingering myth that Partial Directed Coherence is a Vector
Autoregressive (VAR) Modelling dependent concept. In fact, our examples show
that it is spectral factorization that lies at its heart, for which VAR
modelling is a mere, albeit very efficient and convenient, device. This applies
to Granger Causality estimation procedures in general and also includes
instantaneous Granger effects. Care, however, must be exercised for
connectivity between multivariate data generated through nonminimum phase
mechanisms as it may possibly be incorrectly captured.
