"Naturally, one can contend from the start that myths and dreams concerning continuity of life after death are merely compensating fantasies which are inherent in our natures--all life desires eternity. The only argument I can adduce in answer to this is the myth itself.
"However, there are indications that at least a part of the psyche is not subject to the laws of space and time. Scientific proof of that has been provided by the well-known J.B. Rhine experiments. Along with numerous cases of spontaneous foreknowledge, non-spatial perceptions, and so on--of which I have given a number of examples from my own life--these experiments prove that the psyche at times functions outside of the spatio-temporal law of causality. This indicates that our conceptions of space and time, and therefore of causality also, are incomplete. A complete picture of the world would require the addition of still another dimension; only then could the totality of phenomena be given a unified explanation. Hence it is that the rationalists insist to this day that parapsychological experiences do not really exist; for their world-view stands or falls by this question. If such phenomena occur at all, the rationalistic picture of the universe is invalid, because incomplete. Then the possibility of an other-valued reality behind the phenomenal world becomes an inescapable problem, and we must face the fact that our world, with its time, space, and causality, relates to another order of things lying behind or beneath it, in which neither 'here and there' nor 'earlier and later' are of importance. I have been convinced that at least a part of our psychic existence is characterized by a relativity of space and time. This relativity seems to increase, in proportion to the distance from consciousness, to an absolute condition of timelessness and spacelessness."
From Jung on Death and Immortality by CG Jung