Based on prior knowledge, the feature "month" represents the last contact month of the year. The values are categorical and can take on the following categories: ['may', 'jun', 'jul', 'aug', 'oct', 'nov', 'dec', 'jan', 'fe', 'mar', 'apr', 'sep'].

To analyze the relationship between the feature "month" and the target variable of whether the client subscribes to a term deposit, we can examine the distribution of the feature values for each target class.

Based on the analysis, we can create the dictionary as follows:

```json
{
    "no": ["may", "jun", "jul", "aug", "oct", "nov", "dec"],
    "yes": ["mar", "apr", "sep"]
}
```

This indicates that clients who subscribe to a term deposit tend to have their last contact month in the months of March, April, and September. On the other hand, clients who do not subscribe to a term deposit tend to have their last contact month in the other months.