From Wikipedia:
Arrow of Time
The causal arrow of time:
A cause precedes its effect: the causal event occurs before the event it affects. Birth, for example, follows a successful conception and not vice versa. Thus causality is intimately bound up with time’s arrow.An epistemological problem with using causality as an arrow of time is that, as David Hume maintained, the causal relation per se cannot be perceived; one only perceives sequences of events. Furthermore, it is surprisingly difficult to provide a clear explanation of what the terms cause and effect really mean, or to define the events to which they refer. However, it does seem evident that dropping a cup of water is a cause while the cup subsequently shattering and spilling the water is the effect.
Physically speaking, the perception of cause and effect in the dropped cup example is a phenomenon of the thermodynamic arrow of time, a consequence of the second law of thermodynamics. Controlling the future, or causing something to happen, creates correlations between the doer and the effect, and these can only be created as we move forwards in time, not backward.