I have time series data in annual frequency but the financial year for dependent variable ends at december each year whereas for independent variables it ends at june. Should i go with the regressions or is it requires some treatment?
If you use as is tt probably doesn't matter because regression will probably give you the wrong answer anyway. See the book in the attached screenshot for an introduction to the time series methods. D. Booth
The series are all annual but whereas the financial year ends in December for dependent variables and in June for this independent variables. You can go ahead with the regression of each dependent variable on each independent variable. The regression can as well be interpreted accordingly.