&gt; <i>However, the significance or p-value reflects the probability that the correlation does not imply a causal relation.</i><p>Technically, in this case, a significance test would answer the question &quot;is the Pearson correlation statistically significant from 0?&quot; In this case, we would expect it to <i>fail</i> since it clearly isn&#x27;t, and is therefore the test is less helpful&#x2F;important. (even if it passed, the conclusion would be &quot;correlations are low in magnitude and therefore do not matter&quot; as noted in the post anyways)<p>Finding the exact P-value of a Pearson correlation requires setting up bootstrapping, which is not something I have handy at the time but will work on in future posts.<p>Again, I&#x27;m not looking at R^2 and the P-value of a linear regression, which is different.