I am trying to forecast time series of stock for a particular case in which closing value of the stock depends on independent factors which is in which infact another time series. Situation is like I have to predict value for tomorrow's stock based on some independent variables which are also defined for each day. One time series dependent on another independent time series. But it might not be mapped series. Value of dependent series can be more correlated to independent variable's value of yesterday or sometime in past but also dependent on past values of series itself. I am going for ARIMA modeling through SPSS's expert modeler for working out on this problem. Please someone throw light on this and how I should go about working on this or primarily how to approach this problem? Spare me for this question is very basic in stats and I am just a beginner. SOS= Scared of stats.