This study investigates the causal relationships among azimuthal Fourier modes in linear plasma turbulence using multivariate time series models. We elucidate the dynamics of mode interactions in magnetized plasmas by employing the vector autoregressive model and Granger causality analysis. Our analysis, based on data from the plasma assembly for nonlinear turbulence analysis, reveals significant variations in causality with changing pressure conditions. Modes form weakly coupled clusters at lower pressures, while higher pressures lead to stronger coupling and larger clusters. The impulse response function further provides insights into the temporal propagation and nature of influences between modes. These findings enhance the understanding of spatial pattern formation in magnetized plasmas and offer a quantitative framework for analyzing plasma turbulence dynamics.