Suppose we have data for U$.$S$.$ interest rate data over the period $1960$:Q$1$ to $2008$:Q$1$ and we are interested in estimating a quarterly model of spread between a long$-$term and a short$-$term interest rate. SpeciO$$cally$,$ the interest rate spread $($s$)$ can be formed as the di$$erence between the interest rate on a $10-$year U$.$S$.$ government bonds $($r$10)$ and the rate on a three$-$month treasury bills $($Tbill$)$ as

st $=$ r$10$t T billt

Suppose the interest rate spread in the fourth quarter of $2007$ is $0\mathrm{.}75,$ the interest rate spread in the O$$rst quarter of $2008$ is $1\mathrm{.}51$ and the interest rate spread in the second quarter of $2008$ is $1\mathrm{.}61.$ Use the EViews output to answer the following questions:

$1.($a$)$ Write the estimated equation given in the Eviews output. $($b$)$ Obtain the one$-$step ahead forecast.

$($c$)$ Obtain the one$-$step ahead forecast error. $($d$)$ Obtain the two$-$step ahead forecast.

$($e$)$ Obtain the three$-$step ahead forecast.