Construct the seasonal indices for the data

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Reference no: EM131798552

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

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.

Reference no: EM131798552

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