arcgis desktop - Convert a lat, long, value table into a raster

I would like to to convert a table with latitude, long, and a value into a raster. My file looks like this:

X   Y   Z
32.85138942 -6.643054718    0
32.85138942 -7.059721474    1004
32.85138942 -7.143054826    1014
32.85138942 -7.226388177    1080
32.85138942 -7.309721529    1040

32.85138942 -7.39305488     0
32.85138942 -7.476388231    971
32.85138942 -7.559721583    0
32.85138942 -7.643054934    3092

I tried the following:

1) Using the Point to Raster tool

a. importing the CSV file into ArcGIS
b. displaying the XY data
c. saving it as a shapefile

d. using the “Point to Raster tool” to turn the shapefile into a raster

However, this only give me a series of squares that are not adjacent together, and not a continuous surface.

2) Using the XYZ2GRID2.1-Batch program; but I can't get it to work.

Is there an other way to convert this type of lat, long, values into a raster?