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
![377_portion of monthly return data.png](https://secure.tutorsglobe.com/CMSImages/377_portion of monthly return data.png)
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.