Fig. 7: Comparison of PCMCI+ performance with correlation analysis.
From: Impacts of agriculture and snow dynamics on catchment water balance in the U.S. and Great Britain

Overview of PCMCI+ performance compared to correlation analysis. Artificial datasets are generated with a prescribed interaction structure (Eqs. 3–6). a shows all possible links between the four variables. Here for the four generated time series, we compared the results of lagged correlation analysis and PCMCI+. b presents the matrix of correlation coefficients. c, d display the results of PCMCI+ analysis, with (c) showing the causal graph and (d) illustrating the maximum path coefficients (MCI values). Only causal links at a significance level of p-value = 0.05 are shown in shades of blue and red.