Question

How to compare two time series datawith different time?

Answer 1

I would start to calculate the differences 1) for each time step, and 2) for larger time units such as monthes using the averaged or aggregated values. This gives you 36 values (3 yr * 12 months), which may again be averaged for the 3 years. This gives you the deviation for each calendar month. At the beginning, I would neglect trends and saisonality (assuming that both are similar in both time series), but you should analyze if this assumption is valid or not.