The weekly yields of Moody's seasoned Aaa corporate bonds, the yields of 3-month Treasury bills, the yields of 2 -year Treasury notes, the yields of 10 -year Treasury notes, and the yields of 30-year Treasury bonds for the years 2008 through 2018.

Using OLS, fit the linear regression of the change in weekly yields of Moody's seasoned Aaa corporate bonds on the weekly changes in yields of 3-month treasury bills, of 2-year treasury notes, of 10-year treasury notes, and of 30-year treasury bonds.

Perform a Durbin-Watson test of the null hypothesis that serial correlations of the errors in the linear regression model up to lag 3 are 0. 

Discuss the results of the Durbin-Watson test.
Now, based on those results, use GLS to refit the linear regression model.
Discuss the results.