Obtain the Consumer Price Index for All Urban Consumers: All Items for the period January 1, 2000 to December 31, 2018. These monthly data, reported as of the first of the month, are available as CPIAUCSL from FRED. Compute the simple monthly returns for this period.

Now obtain the 15-Year Fixed Rate Mortgage Average in the United States for each month in the same period, January 1, 2000 to December 31, 2018.

Weekly data, reported on Thursdays, are available as MORTGAGE15US from FRED. This series contains four values. The "close" is the fourth variable (column). To convert these data to correspond approximately to the same monthly dates as those of the CPI data, we take the data for last Thursday in each month as the data for the first day of the following month; hence, the first "monthly" data is for the last Thursday in December 1999. Compute the simple monthly differences for this period. (The first difference corresponds to February 1, 2000.) Also, note that these differences are percentages, so to make them comparable to the returns of the CPI, we divide by 100 .

Now compute and plot the CCFs of these two series of monthly returns and differences (from February 1, 2000 through December 1, 2018).