Knowledge of brain-body interaction is important due to various mental effects on the body since these two important systems sophisticatedly interplay through the autonomous nervous system (ANS). Heart rate variability or HRV is an interesting index in studying sympathetic and parasympathetic activities of the ANS. In this project, we tried to address how the brain functions on the heart in terms of directional coupling of the brain to the heart.For this purpose, we chose a dataset including HRV and electroencephalography (EEG) signals of 24 subjects under the cold pressor test. Then, we developed a new bivariate ARX model, taking HRV and the theta-band EEG signal power, employed to define a heartbeat probability model which is necessary fo...