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Difficulty in structuring regression analysis
Hello.
So I have a lot of data from 1996-2007. Particular transactions during this time between 2 parties are summarized by date occurred with what is basically a bid and an ask number, and the difference between the 2. Each party (there are 30 distinct ones) has a host of different metrics tracked during this time period. These are summarized, by year, in a separate .xls for each party. I want to test for correlation, or dependence of the difference in bid and asks relative to all of the factors in the secondary, party worksheets. I have made some feeble attempts at using he regression add-in, woefully short so far. One important issue is that the fiscal year used is 10/30/xxxx-...the sets of data organzied by year within each party's worksheet use this distinction. However, the site with the Y variables, the summary of transactions, has day-by-day dates. ....So-if it is useful to integrate all of the individual party data into the transaction summary sheet, I need to standardize dates (prob. required for the regression I want, right?)...I was unaware of good approaches to this aspect as well. Many thanks for any input. |
#2
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Difficulty in structuring regression analysis
Sorry-I should note clearly that there are 30 separate parties for which I
have market data, but transactions are always limited to 2 parties. |
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