Question: A statistical relationship exists between two variables if the p-values is greater than 5% indicating one variable causes a change in the other the p-values

A statistical relationship exists between two variables if

the p-values is greater than 5% indicating one variable causes a change in the other

the p-values is less than 5% indicating one variable causes a change in the other

the p-values is greater than 5% indicating the variables are correlated

the p-values is less than 5% indicating the variables are correlated

If I could have an explanation of this, and not necessarily the answer. I understand that the significance has to be less than 5.0% chance that an observed change is due to random events, but not sure how this relates to my p-values and what information I'm given here. Thank you so much for your help.

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