Title: On the interpretability and computational reliability of frequency-domain Granger causality,
Abstract: This is a comment to the paper 'A study of problems encountered in Granger
causality analysis from a neuroscience perspective'. We agree that
interpretation issues of Granger Causality in Neuroscience exist (partially due
to the historical unfortunate use of the name 'causality', as nicely described
in previous literature). On the other hand we think that the paper uses a
formulation of Granger causality which is outdated (albeit still used), and in
doing so it dismisses the measure based on a suboptimal use of it. Furthermore,
since data from simulated systems are used, the pitfalls that are found with
the used formulation are intended to be general, and not limited to
neuroscience. It would be a pity if this paper, even written in good faith,
became a wildcard against all possible applications of Granger Causality,
regardless of the hard work of colleagues aiming to seriously address the
methodological and interpretation pitfalls. In order to provide a balanced
view, we replicated their simulations used the updated State Space
implementation, proposed already some years ago, in which the pitfalls are
mitigated or directly solved.