According to an old English song:If Candlemas be fair and bright,
Come, Winter, have another flight;
If Candlemas brings clouds and rain,
Go Winter, and come not again.
According to an old Scotch couplet:
If Candlemas Day is bright and clear,
There'll be twa (two) winters in the year.
Another variation of the Scottish rhyme:
If Candlemas day be dry and fair,
The half o' winter to come and mair,
If Candlemas day be wet and foul,
The half of winter's gone at Yule.
The Roman legions, during the conquest of the northern country, supposedly brought this tradition to the Teutons, or Germans, who picked it up and concluded that if the sun made an appearance on Candlemas Day, an animal, the hedgehog, would cast a shadow, thus predicting six more weeks of bad weather, which they interpolated as the length of the "Second Winter."
Pennsylvania's earliest settlers were Germans and they found groundhogs to in profusion in many parts of the state. They determined that the groundhog, resembling the European hedgehog, was a most intelligent and sensible animal and therefore decided that if the sun did appear on February 2nd, so wise an animal as the groundhog would see its shadow and hurry back into its underground home for another six weeks of winter.
Information from the official Groundhog Day site - http://www.groundhog.org/