How to test for Granger causality?
This site https://www.statisticshowto.com/granger-causality/  shows about conducting the F-test for granger-causality.     It also talks about  alternative Tests.

"If you have a large number of variables and lags, your F-test can lose power. 

An alternative would be to run a chi-square test, constructed with likelihood ratio or Wald tests. Although both versions give practically the same result, the F-test is much easier to run."