[R] How can I understand this sentence,and express it by means of Mathematical approach？

[bbslover]

This topic refer to independent variables reduction, as we know ,a lot of
method can do with it,however, for pre-processing independent varibles, a
method like the sentence below can reduce many variable, How can I
understand it?

what is  significant correlation at 5% level, what is the criterion？ P
value？or what？


"Independent variables whose correlation with the response variable was not
significant at 5% level were removed"

how can I calucate the correlation between them?

thank you!
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