Assessing Causality Using Cross Correlation

Between 1st April 2020 and 30th September 2021 the UK GOV coronavirus dashboard reports a total of 6,669,985 new daily COVID cases. Over the same time frame the NHS COVID-19 Hospitals Activity COVID publication November 2021 spreadsheet reports a total of 137,547 new daily COVID admissions. By definition these 137,547 admissions must be a subset of the 6,669,985 reported cases but this does not imply causality. What I mean by this is that those 137,547 folk are going to hospital with COVID but they may not be going to hospital because of COVID.

Two data series ‘going up together’ does not guarantee causality. Two data series ‘going down together’ does not guarantee causality. One series going up as the other goes down (inverse relationship) does not imply causality. In an hour from now the local cockerel will start crowing and the sun will rise; this cockerel is not responsible for the sunrise even though the events are highly correlated.

So how can we tell if hospital admissions are be…