what is the periodic anomaly appears in coherence plot?

http://www.physics.upatras.gr/UploadedFiles/course_127_8454.pdf "Signal Processing Toolbox for use with matlab" in that book, page 392 there is a plot of coherence function, in which there is a periodic anomaly. what i wanna know what is that anomaly or why it appears, since i get the same feature when i work on my data and i didn't understand what is that or whether i should get rid of it. another question, may the mutual information be used for time series? and how?