arXiv:2611.02252v2 Announce Type: replace Abstract: Causal modeling of discrete-time processes often involves the assumption that the modeled processes are stationary. A general class of linear causal models for discrete-time stationary processes are structural equation processes (SEP), which generalize the well known structural equation model for i.i.d. observations. In this paper, we extend the SEP model from stationary to $P$-stationary processes, which are non-stationary processes whose $P$-periodically sampled subprocesses are jointly stationary. We will use this model to approach the problem of causal effect identification under temporally incomplete observations from a graphical modeling perspective. To have a notion of generic identifiability, we restrict our analysis to $P$-stationary structural vector autoregressive (SVAR) processes, which are SVAR processes whose underlying coefficients can vary $P$-periodically over time. Our findings allow to detect, in any given temporally incomplete observational setting, if a set of $P$-periodic instrumental subprocesses qualifies to identify a causal effect between $P$-periodic subprocesses, and if this is the case, that effect admits an explicit expression as a rational function evaluated at the observational spectral density.