The answer to this question has probably been answered multiple times but I'm lacking the right keywords to find the answer.
I've tested on 24 time series Granger-causality from one series to the other (23 VARs, after checking stationarity and by using AIC minimization). I reject the null hypothesis of no Granger-causality at the 5% level on 4 series out of 23. My understanding is that: I should be finding 5%*23=1 false positive. I am finding 4 times that. Can I conclude there is evidence of Granger-causality? On what? From the series to the whole set?
Edit: to be very clear, I am interested in testing series 1 Granger-causes all other series. So I made 23 VARs of series 1 and each other series:
series 1 and series 2
series 1 and series 3
... Can I conclude there is statistical evidence series 1 Granger-causes the set?