how to get the matrix of the ARMA coefficients?

Dear all, I have been working on this for long but still cannot manage it. Could you help me ? I have two matrix, one is Maurice and the other is named return in the attached excel. They are directly taken from the matlab so let them stay as they are. The two matrix represent time series data. What I want is: at each time t, regress, cross sectionally, return(t) on MAprice(t-1). The regression model includes except and error terms but save only the coefficient of the regressor return in a separate matrix with corresponding column and row . The regression is done only when the MAprice is not NaN.