Hi, I am trying to compare two datasets such as Bitcoin and AAPL. As you realized that Bitcoin data is 24/7/365: specifically, it provides 14 observations in two week period. At the same time period, AAPL data only provides 10 observations due to the market closing on Saturday and Sunday.

I can simply eliminate Bitcoin data on Saturday and Sunday, but in this case, I will lose information from my modification. If I keep maintaining entire data periods, I end up huge different observations from two variables: for example, Bitcoin obs = 1111, AAPL obs = 888. How to modify these different frequencies to run regressions or other time series analysis? Thank you.