Difficulty in structuring regression analysis

[Luckydog]

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.

 

[Luckydog]

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.