In statistics and probability theory, correlation is a way to indicate how closely related two sets of data are.
Correlation does not always mean that one causes the other. In fact, it is very possible that there is a third factor involved.
Correlation usually has one of two directions. These are positive or negative. If it is positive, then the two sets go up together. If it is negative, then one goes up while the other goes down.
Lots of different measurements of correlation are used for different situations. For example, on a scatter graph, people draw a line of best fit to show the direction of the correlation.