>% Instantaneous GCT significance level</span>

flgPrintResults = 1;

[Tr_gct, pValue_gct]   =  gct_alg(u,A,pf, gct_signif,flgPrintResults);
[Tr_igct, pValue_igct] = igct_alg(u,A,pf,igct_signif,flgPrintResults);
</pre><pre class="codeoutput">
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                         GRANGER CAUSALITY TEST
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Connectivity matrix