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Consider a portion of monthly return data (In %) on 20-year Treasury Bonds from 20062010. Index Month Year Return 1 Jan 2006 5.43 2 Feb
Consider a portion of monthly return data (In %) on 20-year Treasury Bonds from 20062010.
Index | Month | Year | Return |
1 | Jan | 2006 | 5.43 |
2 | Feb | 2006 | 4.46 |
3 | Mar | 2006 | 3.22 |
4 | Apr | 2006 | 4.67 |
5 | May | 2006 | 4.15 |
6 | Jun | 2006 | 5.5 |
7 | Jul | 2006 | 3.66 |
8 | Aug | 2006 | 5.23 |
9 | Sep | 2006 | 5.38 |
10 | Oct | 2006 | 3.44 |
11 | Nov | 2006 | 3.54 |
12 | Dec | 2006 | 5.17 |
13 | Jan | 2007 | 5 |
14 | Feb | 2007 | 3.81 |
15 | Mar | 2007 | 4.88 |
16 | Apr | 2007 | 5.24 |
17 | May | 2007 | 3.54 |
18 | Jun | 2007 | 3.65 |
19 | Jul | 2007 | 5.25 |
20 | Aug | 2007 | 5.2 |
21 | Sep | 2007 | 3.28 |
22 | Oct | 2007 | 4.35 |
23 | Nov | 2007 | 5.47 |
24 | Dec | 2007 | 5.3 |
25 | Jan | 2008 | 4.64 |
26 | Feb | 2008 | 4.64 |
27 | Mar | 2008 | 4.56 |
28 | Apr | 2008 | 4.31 |
29 | May | 2008 | 4.32 |
30 | Jun | 2008 | 3.22 |
31 | Jul | 2008 | 4.16 |
32 | Aug | 2008 | 5.42 |
33 | Sep | 2008 | 4.68 |
34 | Oct | 2008 | 3.46 |
35 | Nov | 2008 | 3.54 |
36 | Dec | 2008 | 4.35 |
37 | Jan | 2009 | 5.18 |
38 | Feb | 2009 | 4.39 |
39 | Mar | 2009 | 4.03 |
40 | Apr | 2009 | 4.8 |
41 | May | 2009 | 5.49 |
42 | Jun | 2009 | 4.6 |
43 | Jul | 2009 | 4.47 |
44 | Aug | 2009 | 4.05 |
45 | Sep | 2009 | 5.22 |
46 | Oct | 2009 | 3.97 |
47 | Nov | 2009 | 3.86 |
48 | Dec | 2009 | 3.66 |
49 | Jan | 2010 | 5.32 |
50 | Feb | 2010 | 3.64 |
51 | Mar | 2010 | 4.26 |
52 | Apr | 2010 | 4.83 |
53 | May | 2010 | 3.64 |
54 | Jun | 2010 | 4.17 |
55 | Jul | 2010 | 3.14 |
56 | Aug | 2010 | 4.28 |
57 | Sep | 2010 | 4.95 |
58 | Oct | 2010 | 4.42 |
59 | Nov | 2010 | 3.83 |
60 | Dec | 2010 | 3.27 |
Estimate a linear trend model with seasonal dummy variables to make forecasts for the first three months of 2011. (Round answers to 2 decimal places.)
Year Month Yt
2011 Jan ____
2011 Feb ____
2011 Mar ____
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