Hi guys,

I'm doing a regression analysis of certain stocks and their potential price determinants for my term paper and have faced 2 issues:

1) Data which I have for a company's stock prices and data for determinants (indices, commodities) were recorded on different days! For instance, I have prices for a stock on 1.05.2001 and 2.05.2001 but for a certain index the prices were only given for 1.05.2001 while the next date could be for instance 4.05.2001. Which function (and how??) could be used to align several data arrays, leaving the non-relevant records out?
*In the file attached I have already aligned everything by manually cutting and pasting, but since I have to do about 10-15 of similar files I am really worried about automation! I've tried playing with LOOKUP function but apparently it can't help in this situation.

2) How to add a lagging dummy variable if I would like to test if company's stock prices are indeed affected by oil prices but with a 1/10 etc day lag?question.xlsx

I have attached a file so that the problem could be understood better. I'd be really thankful for any comments about this issue!