Often things appear to be connected but aren't really. For example, the sun rose after I got up this morning, so clearly I cause the sun to rise. Just because two variables change with each other doesn't mean that one is causing the other. This correlation-causation mixup happens all the time and the most obvious current example is the controversy surrounding vaccines and autism. For the record, there is no connection between the two, but many people are concerned of the alleged causal relatonship and have stopped vaccinating their children.
Here are two tongue- in-cheek examples of correlations that you could use to help students understand this concept.
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