Again consider the monthly 1 -year and 10 -year Treasury constant maturity rates from April 1953 to October 2009. Are the two interest rate series threshold cointegrated? Use the interest spread \(s_{t}=r_{10, t}-r_{1, t}\) as the threshold variable, where \(r_{i t}\) is the \(i\)-year Treasury constant maturity rate. If they are threshold cointegrated, build a multivariate threshold model for the two series.