st: Longitudinal analysis - help!

[K Jensen <k.x.jensen@gmail.com>]

I have two time series, of values recorded at irregular intervals. I
would like to see if one variable (X) predicts the other (Y),
particularly whether high exposure to X increases the value of Y (the
effect would be some months afterwards, but the interval over which a
high has an effect is not known precisely and is likely to differ from
person to person).  X is measured more often than Y.

Both X and Y vary from observation to observation, with some subjects
having repeated "highs" of X, some dipping out of high and low in
complex ways.