I used an inbuilt Matlab function to check for Granger Causality between two time series P and T that have a correlation coefficient of 0.6.
On running it, I got the following answer:
>> [fs,cv] = granger_cause(P, T,0.05,2) fs = 1.0281e+003 cv = 2.9966
where FS is the F-Statistic and cv is the critical value from the F-Distribution.
Does this show causality? Actually... what does it show?