Transfer from WordPress to WordPress

I wanted to transfer my posts and comments from a WordPress powered site to another WordPress site. The problem is, when I try to import the file, it doesn’t seem to have all the posts from my previous site because only a few posts were imported. I have tried several times but failed. How do I solve this? Is there a tutorial for this? Thanks in advance.

PS. The old site is a subdomain, I don’t own the site. so I can’t access cpanel and such. (if that’s something important)