Consider a portion of monthly return data on 20-year Treasury Bonds from 2006-2010. The full data set can be found on the text website, labeled Treasury Bonds
a. Plot the above series and discuss its seasonal variations.
b. Construct the seasonal indices for the data.
c. Estimate a linear trend model to the seasonally adjusted series.
d. Use the trend and seasonal estimates to make forecasts for the first three months of 2011.