importing data - unstacked (?) panel data

[jejafo]

Hello,

For my thesis I’m doing research where I want to do a time series analysis. The problem I have right now is to get the data correctly into eviews. I want to make a regression where I want to look what the influence of my dummy variable is on the dependent variables. My regression equation also includes a few control variables, so it will look something like this:
Y = a + b*x1 + c*x2 + d*x3 + ε
The x’s will specify the variables, taking into the account the data of my entire sample (all companies).
One of the x-variables will obviously be my dummy.

The problem that I have at this moment is the importing of the data. My dataset consists of a lot of different identifiers (companies) and a lot of different dates. Because of this, each worksheet of my excel file includes only one variable. The x-axes of this worksheet describes the date and the y-axis of this worksheet describes the company identifier. Thus, every coordinate in my excel worksheet describes the one certain variable (I have 7 different ones in total) for company Y at time X.
I’m currently struggling how to handle this dataset, when importing into eviews (and doing the actual analysis). I found some tutorials and topics on importing panel data, but those datasets explained are all pretty small, and they all have the identifiers and the dates on the y-axis. In my case this was not possible, due to the software I got my data from (datastream) and the huge amount of data I have. When importing eviews reads everything per column, but for my case the entire worksheet contains data. The columns just describe the date for each datapoint. How to make eviews correctly recognize the date as an identifiers for each column and the company name as a cross section-identifier for each row. And how to tell eviews that each worksheet contains one certain variable?

I included an example as an attachment. Let's say these random number describe the amount of trades that a company did (daily). Once again, the horizontal axis represent the date identifiers and the vertical axis represent the company identifier. All data on one worksheet is describing only one variable. I have 7 different variables, so 7 different worksheets. I have about 600 companys and about 260 dates.

I’m hoping anyone could give me any tips, advice or instructions. If anything is unclear I would obviously more than happy to specify/explain it. Thanks a lot in advance!

Greetings,
Jesse