Just to point out that "Granger causality test" is a terrible name as is does not really test causality, it tests correlations between time-lagged series; time-

Just to point out that "Granger causality test" is a terrible name as is does not really test causality, it tests correlations between time-lagged series; time-lagged correlation is not causation. It's just a popular correlation test in the field of autocorrelated time-series.