Does an aura go to the graveyard if the creature it enchants phases out?

When a permanent phases out, all Auras (and Equipment, and Fortifications) that are attached to it phase out simultaneously with it. This is called a "phased-out" status, and those Auras do not go to the graveyard — they simply cease to exist in the visible game state temporarily. (CR 702.26d)

While phased out, the Aura is treated as though it does not exist for most purposes. It is not on the battlefield, but it also has not changed zones — it remains "associated" with the permanent it was enchanting. (CR 702.26e)

When the creature phases back in at the beginning of its controller's next untap step, the Aura phases back in with it, already attached. The game does not check whether the Aura's enchant condition is met when it phases back in this way. (CR 702.26i)

Importantly, this is different from a creature leaving the battlefield normally (e.g., being destroyed or exiled). In those cases, the Aura would be put into the graveyard as a state-based action because it is no longer attached to a legal permanent. Phasing out is a special exception to that rule. (CR 704.5n)

Example: You control a Grizzly Bears enchanted with Pacifism. Grizzly Bears phases out. Pacifism phases out with it — neither card goes anywhere. On your next untap step, both phase back in, with Pacifism still attached to Grizzly Bears.