"Correlation is not causation" is a statistics mantra. It is drilled, military school-style, into every budding statistician. But what does it actually mean? Well, correlation is a measure of how closely related two things are. Think of it as a number describing the relative change in one thing when there is a change in the other, with 1 being a strong positive relationship between two sets of numbers, –1 being a strong negative relationship and 0 being no relationship whatsoever.
"Correlation is not causation" means that just because two things correlate does not necessarily mean that one causes the other. As a seasonal example, just because people in the UK tend to spend more in the shops when it's cold and less when it's hot doesn't mean cold weather causes frenzied high-street spending. A more plausible explanation would be that cold weather tends to coincide with Christmas and the new year sales.
http://www.guardian.co.uk/