I'm trying to write a code in VBA taking a number of timeseries and inserting them into single matrix. With the dates to the left, and data right of it.

It has to be VBA and fast since i am dealing with huge amounts of data

Example:
................serie 1..........
2005-06-20 147
2005-06-27 144,5
2005-07-04 145


...............serie 2.....serie 3................
2005-06-24 6670 40,9
2005-06-27 6630 41,28
2005-06-28 6660 41,72
2005-06-29 6832 41,85

I want to create:
Combined dates....serie1....serie2....serie 3
2005-06-20 147 empty empty
2005-06-24 empty 6670 40,9
2005-06-27 144,5 6630 41,28
2005-06-28 empty 6660 41,72
2005-06-29 empty 6832 41,85
2005-07-04 145 empty empty

That is: i want to combine the timeseries into a common matrix.

My first thought to do it was to
  1. Create a common datevector of all the dates available
  1. Remove duplicates
  1. Match the data to the specific dates using VLOOKUP in some way (not yet achieved)

Is there any better way of doing it? How do i write it?

Right now i have created a single datevector without duplicates, i.e.:

2005-06-20
2005-06-24
2005-06-27
2005-06-28
2005-06-29
2005-07-04


I will be thrilled for any suggestions and responses