Although getting weather data is very easy (actual historical recorded data might be hard), the reason why one hasn't correlated COVID-19 with temperature and other weather statistics might be to avoid misinformation(as there are plenty).
Fresh cases outside CHINA are growing exponentially while cases in CHINA are dwindling. Global temperatures are rising owing to the seasonal and climate patterns; correlating COVID-19 with it might not yield accurate results.
That said, data exploration of correlation between COVID-19 and temperature can be useful for research purposes provided the aforementioned caveats are mentioned clearly.
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