The difference between long-and short-term interest rates is known as the spread or the slope of the

Question:

The difference between long-and short-term interest rates is known as the spread or the slope of the yield curve. Download monthly short-term rates (3-month Treasury bills) and long-term rates (10-year Treasury bonds). Are short-and long-term rates stationary? Construct the spread. Is it stationary? Is it a cointegrating relation?