Event study - dividend announcement, abnormal and cumulative returns

Hello. I am currently working on studying the effect of dividend announcements (increases and decreases in dividends). My excel file has the following data (see below for an example)

1. approximately 150 companies with approx 400 observations.
2. Some, not all companies, has dividend announcements, and if so, they all have this at different times (decrease or increase announcement).
3. Price and retrurn for each company,
4. Fama french 3-factors

What I want is: AR(i,t)=R(i,t)- {a(i)+b(i)*R(m,t)}, where R(i,t) is the return of company i on day t, R(m,t) is the market return on day i, a(i) is the intercept of the simple OLS regression of R(i),R(m) during an estimation period before the event period and b(i) is the respective slope coeefficient. The estimation period is -300 to -25 days before the event. The event window comprises of 21 days around the dividend announcement [-10,0,+10]. CAR(i,t) is defined as the sum of the 21 AR(i,t) during the event period.

Any one have a code for this? I want the AR, CAR for 21 days, and if possible if the alpha and beta for each company as well [that is a(i)+b(i)*R(m,t)].

I have obtained a few codes from http://event-studies.blogspot.no/p/matlab-codes.html, but they are not able to differentiate between announcement date... i think a combination of the previous code and the following http://eventstudytools.com/matlab would yield appropriate results, but I am pretty new to MATLAB and not able to.

Excel screen shot:

The increase and decrease colums only take on one value at the event date, otherwise they are zero.. (#NAVN?)

Your help will be greatly appreciated.