The functional working of the brain is not dependent on its structural anatomy, i.e, in order to carry out a neurologically-demanding task, different structurally remote regions of the brain work synchronously with each other. The analysis of functional connectivity of the brain is not straight forward. Combination of different modalities simultaneously to record brain activity can be helpful in explaining the functional networks involved during certain tasks. Different modalities capture different dynamics of cortical activity, for example, electroencephalography, magnetoecephalography, and near-infra red spectroscopy over a very good temporal resolution, while the functional magnetic-imaging signal has a fine spatial resolution. The concept of causality can help, indirectly, to determine the chronological order of the signals flowing in the brain. It states that by determining the direction of information flow between two signals, we can find out which of the two signals started farther back in time, and hence, comes from the source. Moreover, the conventional methods of understanding the relationship between two signals, like correlation, are unable to tell us anything about the causality.