Missing data pattern type with time series with different frequencies

Question

I have two time series: one is sampled monthly and the other is sampled quaterly (march, june,september and december).

What is the type of missing data pattern in this case ? MAR, MCAR or MNAR ?

The missing pattern is not related to value of the variable, but related to the sampling frequency.

Thanks.

Answer 1

Though I can't claim to be an expert, I would argue it's MAR.

• It isn't MCAR, since the data gaps are clearly not completely at random.
• Neither is it MNAR, since the dependent variable isn't leading to the data being missing.
• The data is missing entirely due to the associated timestamp, independent of whatever value your dependent variable takes at that point in time. This suggests it is MAR.