Corporate bond yield changes on US Treasury yield changes.

Obtain 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.

(a) Analyze 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.
Compute the variance-inflation factors.
Which variables seem most important, and which, if any, should be eliminated from the model?

(b) Produce three plots: raw residuals versus the predicted values; a q-q plot of internally studentized residuals with respect to a normal reference distribution; and Cook's distance for each observation.
Summarize any information gleaned from the plots.

(c) 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 .
Summarize the results.