Fig. 4: Results of Granger causality tests and cross-correlation analysis.

1. Impulse response for interactions among emotions of different subjects. Impulse response function gives the reaction of a response variable to a one-time shock in an impulse variable; the title of each sub-plot represents the impulse variable and response variable, respectively. 2. Cross-correlation between emotions of public and media. 3. Cross-correlation between emotions of public and government. 4. Cross-correlation between emotions of media and government.