In correlations, there is no manipulation of the variables and therefore it is not possible to establish cause and effect between co-variables.
For example, even if we found a strong positive correlation between
caffeine and anxiety; it may be that people are anxious for many reasons
(personality type, stressful job, up-bringing) – the influence of these other
variables we cannot assume that caffeine was the cause of anxiety. These
‘other variables’ are called intervening variables