code: def test_granger_causality(self):
      series_cause_1 = constant_timeseries(start=0, end=9999).stack(
          constant_timeseries(start=0, end=9999)
      )
      series_cause_2 = gaussian_timeseries(start=0, end=9999)
      series_effect_1 = constant_timeseries(start=0, end=999)
      series_effect_2 = TimeSeries.from_values(
          np.random.uniform(0, 1, 10000)
      )
      series_effect_3 = TimeSeries.from_values(
          np.random.uniform(0, 1, (1000, 2, 1000))
      )
      series_effect_4 = constant_timeseries(
          start=pd.Timestamp("2000-01-01"), length=10000
      )
  
      # Test univariate
      with pytest.raises(AssertionError):
          granger_causality_tests(series_cause_1, series_effect_1, 10)
      with pytest.raises(AssertionError):
          granger_causality_tests(series_effect_1, series_cause_1, 10)
  
      # Test deterministic
      with pytest.raises(AssertionError):
          granger_causality_tests(series_cause_1, series_effect_3, 10)
      with pytest.raises(AssertionError):
          granger_causality_tests(series_effect_3, series_cause_1, 10)
  
      # Test Frequency
      with pytest.raises(ValueError):
          granger_causality_tests(series_cause_2, series_effect_4, 10)
  
      # Test granger basics
      tests = granger_causality_tests(
          series_effect_2, series_effect_2, 10
      )
      assert tests[1][0]["ssr_ftest"][1] > 0.99
      tests = granger_causality_tests(
          series_cause_2, series_effect_2, 10
      )
      assert tests[1][0]["ssr_ftest"][1] > 0.01
  
file_path: darts/darts/tests/utils/test_statistics.py
imports: import matplotlib.pyplot
  import numpy
  import pandas
  import pytest
  from darts import TimeSeries
  from darts.datasets import AirPassengersDataset
  from darts.utils.statistics import check_seasonality, extract_trend_and_seasonality, granger_causality_tests, plot_pacf, plot_residuals_analysis, remove_seasonality, remove_trend, stationarity_test_adf, stationarity_test_kpss, stationarity_tests
  from darts.utils.timeseries_generation import constant_timeseries, gaussian_timeseries, linear_timeseries
  from darts.utils.utils import ModelMode, SeasonalityMode
label_desc: Use image node_id 2 for calling the TestTimeSeries obj's underlying member method code with example usage: obj.test_granger_causality() without return types