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<div class="elementToProof"><span style="font-family: Calibri, Arial, Helvetica, sans-serif; font-size: 12pt; color: rgb(0, 0, 0); background-color: rgb(255, 255, 255);"><span class="x_elementToProof" style="font-size:15px;font-family:"Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif;margin:0px;color:rgb(36, 36, 36);background-color:rgb(255, 255, 255)"><span style="font-size:12pt;font-family:Calibri, Arial, Helvetica, sans-serif;margin:0px;color:rgb(0, 0, 0);background-color:rgb(255, 255, 255)" class="ContentPasted0">Hello!</span></span></span></div>
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<div class="x_elementToProof" style="font-size:15px;font-family:"Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif;margin:0px;color:rgb(36, 36, 36);background-color:rgb(255, 255, 255)">
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<div class="x_elementToProof" style="font-size:15px;font-family:"Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif;margin:0px;color:rgb(36, 36, 36);background-color:rgb(255, 255, 255)">
<span style="font-size:12pt;font-family:Calibri, Arial, Helvetica, sans-serif;margin:0px;color:rgb(0, 0, 0);background-color:rgb(255, 255, 255)" class="ContentPasted0">I am working on effective connectivity analysis with DTF and I am confused about the main
diagonal elements - I expected my resulting DTF spectrum to have zero on the main diagonal, but this is not the case. Does it output the power spectrum of the fitted MVAR model instead? </span></div>
<div class="x_elementToProof" style="font-size:15px;font-family:"Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif;margin:0px;color:rgb(36, 36, 36);background-color:rgb(255, 255, 255)">
<span style="font-size:12pt;font-family:Calibri, Arial, Helvetica, sans-serif;margin:0px;color:rgb(0, 0, 0);background-color:rgb(255, 255, 255)"><br class="ContentPasted0">
</span></div>
<div class="x_elementToProof" style="font-size:15px;font-family:"Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif;margin:0px;color:rgb(36, 36, 36);background-color:rgb(255, 255, 255)">
<span style="font-size:12pt;font-family:Calibri, Arial, Helvetica, sans-serif;margin:0px;color:rgb(0, 0, 0);background-color:rgb(255, 255, 255)" class="ContentPasted0">I would appreciate any insight into why this happens/if my thinking is correct. I reproduced
my analysis steps (pretty much the same as FT connectivity tutorials) and rationale for diagonal values.</span></div>
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<span style="font-size:12pt;font-family:Calibri, Arial, Helvetica, sans-serif;margin:0px;color:rgb(0, 0, 0);background-color:rgb(255, 255, 255)"><br class="ContentPasted0">
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<div class="x_elementToProof" style="font-size:15px;font-family:"Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif;margin:0px;color:rgb(36, 36, 36);background-color:rgb(255, 255, 255)">
<span style="font-size:12pt;font-family:Calibri, Arial, Helvetica, sans-serif;margin:0px;color:rgb(0, 0, 0);background-color:rgb(255, 255, 255)" class="ContentPasted0">Intuitively, DTF calculates the ratio between inflows from channel j -> i, and all inflows
to i, hence I expected i->i to be zero. It uses the transfer matrix output from mvar frequency analysis, but the transf matrix i to i looks like the MVAR model's autospectrum for channel i, so I supposed the diagonal is a ratio between autospectra and sum
of inflows to each channel. </span></div>
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Thank you,</div>
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Ina</div>
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%% CODE</div>
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<span class="x_ContentPasted0 ContentPasted0" style="font-size:12pt;font-family:Calibri, Arial, Helvetica, sans-serif;margin:0px;color:rgb(0, 0, 0);background-color:rgb(255, 255, 255)">% fit MVAR
<div class="x_ContentPasted0 ContentPasted0" style="margin:0px">cfg <span class="ContentPasted0"> </span><span style="margin:0px" class="ContentPasted0"> </span>= [];</div>
<div class="x_ContentPasted0 ContentPasted0" style="margin:0px">cfg.order <span style="margin:0px" class="ContentPasted0"> </span><span class="ContentPasted0"> </span>= 19;</div>
<div class="x_ContentPasted0 ContentPasted0" style="margin:0px">cfg.method = 'bsmart';</div>
<div class="x_ContentPasted0 ContentPasted0" style="margin:0px">cfg.demean = 'yes';</div>
<div class="x_ContentPasted0 ContentPasted0" style="margin:0px">cfg.zscore = 'yes';</div>
<div class="x_ContentPasted0 ContentPasted0" style="margin:0px">mvar_data = ft_mvaranalysis(cfg, source_ts);</div>
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<div class="x_ContentPasted0 ContentPasted0" style="margin:0px">% frequency analysis MVAR</div>
<div class="x_ContentPasted0 ContentPasted0" style="margin:0px">cfg = [];</div>
<div class="x_ContentPasted0 ContentPasted0" style="margin:0px">cfg.method = 'mvar';</div>
<div class="x_ContentPasted0 ContentPasted0" style="margin:0px">mfreq = ft_freqanalysis(cfg, mvar_data);</div>
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<div class="x_ContentPasted0 ContentPasted0" style="margin:0px">% DTF spectrum</div>
<div class="x_ContentPasted0 ContentPasted0" style="margin:0px">cfg = [];</div>
<div class="x_ContentPasted0 ContentPasted0" style="margin:0px">cfg.method = 'dtf';</div>
<div class="x_ContentPasted0 ContentPasted0" style="margin:0px">dtf = ft_connectivityanalysis(cfg, mfreq);</div>
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dtfPre_dir = dtf.dtfspctrm;</span></div>
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