The correlation coefficient is a measure of the co-variability of variables. It does not necessarily imply any functional relationship between variables concerned. Correlation theory does not establish any causal relationship between the variables. Knowledge of the value of coefficient of correlation r alone will not enable us to predict the value of Y from X.
Sometimes their is high correlation between unrelated variable such as number of births and numbers of murders in a country. This is spurious correlation.
For example suppose there is a positive correlation between watching violence movies and violent behavior in adolescence. The cause of both these could be a third variable (extraneous variable) say, growing up in a violent environment which causes the adolescence to watch violence related movies and to have violent behavior.