Brain activity can be measured using different modalities. Since most of the modalities tend to complement each other, it seems promising to measure them simultaneously. In to be presented research, the data recorded from Functional Magnetic Resonance Imaging (fMRI) and Near Infrared Spectroscopy (NIRS), simultaneously, are subjected to causality analysis using time-resolved partial directed coherence (tPDC). Time-resolved partial directed coherence uses the principle of state space modelling to estimate Multivariate Autoregressive (MVAR) coefficients. This method is useful to visualize both frequency and time dynamics of causality between the time series. Afterwards, causality results from different modalities are compared by estimating the Spearman correlation. In to be presented study, we used directionality vectors to analyze correlation, rather than actual signal vectors. Results show that causality analysis of the fMRI correlates more closely to causality results of oxy-NIRS as compared to deoxy-NIRS in case of a finger sequencing task. However, in case of simple finger tapping, no clear difference between oxy-fMRI and deoxy-fMRI correlation is identified.