Does eating processed food lead to depression?

Eating a diet high in processed food increases the risk of depression, research suggests. What is more, people who ate plenty of vegetables, fruit and fish actually had a lower risk of depression, the University College London team found.

... Those who ate the most whole foods had a 26% lower risk of future depression than those who at the least whole foods. By contrast people with a diet high in processed food had a 58% higher risk of depression than those who ate very few processed foods.

Excerpted from: BBC News

I'm a little unsure on this one; correlation != causation. Is there a correlation between current depression and future depression? Do people get depressed because they eat junk food and fast food, or do they eat junk food because they're depressed, and fast food because they're too busy / overwhelmed?