Recently it has been demonstrated by Albo that partial coherence analysis is sensitive to signal to noise ratio (SNR) and that it will always identify the signal with the highest SNR among the three signals as the main (driving) influence. We propose to use time delay analysis in parallel to partial coherence analysis to identify the connectivities between the multivariate time series. Both are applied to a theoretical model (used by Albo) to analyse the connections introduced in the model. Time delay analysis identifies the connections correctly. We also apply these analyses to the electroencephalogram (EEG) and electromyogram of essential tremor patients and EEG of normal subjects while bimanually tapping their index fingers. Biologically plausible cortico-muscular and cortico-cortical connections are identified by these methods.