PM2.5 concentration observed during odd-even rule in Delhi is analysed for assessing its effectiveness in curbing the levels. The local and regional influence is analysed by using similarity and causality analysis. Causality analysis is usually carried out by using nonlinear dynamical technique which predicts one variable using another. In this study a simple approach is presented based on nearest neighbour method. It is observed that PM2.5 in Delhi has regional influence in addition to local sources. Although the effectiveness of odd-even rule is not observed in curbing the PM2.5 levels, it is suggested that extended implementation of the rule may provide more insight to the impact. Similarity analysis suggested that PM2.5 concentrations in Delhi have somewhat similar temporal behaviour with neighbouring locations in the southeast (SE) and west (W)-southwest (SW) sector. The control policies in Delhi need to be adopted keeping in mind the local and regional influences on PM2.5 levels in the area.