The file P11_58.xlsx shows the yield curve (at monthly intervals). For example, in January 1985 the annual

Question:

The file P11_58.xlsx shows the “yield curve” (at monthly intervals). For example, in January 1985 the annual rate on a three-month T-bill was 7.76% and the annual rate on a 30-year government bond was 11.45%. Use regression to determine which interest rates tend to move together most closely.