Test case (II).

Transfer entropy () values and significance as a function of the assumed delay for two unidirectionally coupled autoregressive systems. For visualization purposes all values were normalized by the maximal value of the TE between the two systems, i.e. . Red and blue color indicate normalized transfer entropy values and significances for interactions and , respectively. The nominal interaction delay used for the generation of the data was 20 sampling units from the process to . Asterisks indicate those values of for which the p-value 0.05 once corrected for multiple comparisons. Missing points for are because the analyses for these ’s failed to pass the shift test (a conservative test in TRENTOOL to detect potential instantaneous cross-talk or shared noise between the two time series, see [42]).