cointegration and granger causality test of two periods

[splitterin87]

Hello,

I need you advice and help =)
I am investigating the relation between different crisis in different countries during different time period.
event 1 happened in 1986-1995 in one country and event 2 happened in 1998-1999 in another.
If I use function quick->sample it takes one period for both countries. How can I test for cointegration and granger causality of event 1 on event 2 with different time period?



Thank you in advance