Event Study on CDS spreads

[rpmane]

I want to do an event study for index CDS for 125 companies.
The event data is the day of credit rating.
I want to see how does a positive or negative credit rating impact the movement of CDS spreads.
The total period of study is [-120,90] arounf the event date [0].
The estimation window is [-120,-91] and the test windows are [-90,-61], [-60,-31], [-30.-11], [-1-,-2], [-1,+1], [+2,+10], [+11,+30], [+31,+60], [+61,+90].
I have daily CDS spread data from 01.01.2007 to 30.03.2012 and credit rating data for the same period. Although ratings are very infrequent.
Typically i want ot calculate the adjusted spread change
i.e. ASC = (Sit-Sit-1) - (Igt-Igt-1)
where Sit is the spread of company i on day t and I is the corresponding index on day t.
then i need to calculate cumulative adjusted spread change (CASC) for different periods.
Standard deviations need to be calculated through orbservations within then estimation window [-120,-90].
I am able to import the daily spreads data from excell to Eviews, but i dont know how to import the ratings data and match them to specific companies based on positive or negative ratings and thne do a t-test and Wilcoxon sign test, to compare the estimation sample and the various test samples.
Can some one please explain the step by step process in Eviews....i have limited time to finish this analysis.
many thanks in advance.
rahul