Nightmares and night terrors represent two distinct types of sleep disturbances that differ in timing, characteristics, and the sleeper's recall of the event. Nightmares are vivid, disturbing dreams that usually awaken the sleeper from REM sleep, a stage of sleep where brain activity is high, and dreams are most frequent. Upon awakening, individuals often have detailed recollections of their nightmares, which can include themes of threats to survival, security, or self-esteem.
Nightmares...

While variables are sometimes correlated because one does cause the other, it could also be that some other factor, a confounding variable, is actually causing the systematic movement in our variables of interest. For instance, as sales in ice cream increase, so does the overall rate of crime. Is it possible that indulging in your favorite flavor of ice cream could send you on a crime spree? Or, after committing crime do you think you might decide to treat yourself to a cone?