Please Help: Event Study( Estimation Period - Window Period)

[awl04]

Hi all,
Greetings from Indonesia.

I am now working on my thesis to get my bachelor degree and I am taking topic about acquisition.
I have some problems running my data in Eviews. I am counting Cumulative Abnormal Return and Market Adjusted Return for each acquiring company. I would like to ask for some help from everyone who can solve this.

To count that, these are the steps that written in the article:
1. Calculate daily abnormal returns for 43 day window period (t-21 to t+21, where day 0 is the announcement) as follows:
〖AR〗_(i,t)=R_(i,t)-( ∝_i+〖 β〗_(i ) (R_(m,t) )

Where R_mt is return on market index that we can get from market model.

2. The market model has 200 day estimation period ( from t-250 to t-51)
the model is as follows: R_(i,t)= ∝_i+〖 β〗_(i ) (R_(m,t) )+ ε_(i,t))

3. Calculate the CAR by this:
〖CAR〗_(i,(a to b))= ∑_b^a▒〖AR〗_(i,t)

My problem is, I don't know how to make all market model and daily abnormal return to be processed in one file. Is it possible to done it in the same file in Eviews? f it is possible, how could it be done?

Because I find that my data cannot be run if the market model and AR put in different files, due to the different period. All I know to run data in Eviews is there can be onIy a period of time to done the time series data.

Thank you for your help, guys.