Plot both Tbill and Tbill.diff. Use both time series and ACF plots. Also, perform ADF and KPSS tests on both series. Which series do you think are stationary? Why? What types of heteroskedasticity can...

Plot both Tbill and Tbill.diff. Use both time series and ACF plots. Also, perform ADF and KPSS tests on both series. Which series do you think are stationary? Why? What types of heteroskedasticity can you see in the Tbill.diff series?

 In the following code, the variable Tbill can be used if you believe that series is stationary. Otherwise, replace Tbill by Tbill.diff. This code will fit an ARMA+ GARCH model to the series.