Question: 1. (25 pts) Determine whether the statement is true or false. Explain your reasoning in detail. (a) Assume that at is the white noise process.

1. (25 pts) Determine whether the statement is true or false. Explain your reasoning in detail. (a) Assume that at is the white noise process. The process y; = A6; + Bet_3 + C_5 is not weakly stationary (A, B and C are constants). (b) The AR(2) process 3;; = 1.2 + 1.2yt_1 0.6yt_2 + 61: is invertible and weakly stationary. (c) If the two events are mutually exclusive, P(A and B)=P(A)*P(B). (d) If the ACF decays toward zero exponentially, the process may be AR process. ) (e The correlation coefcient indicates the strength of a genneral relationship between two variables. If it is equal to zero, which means that these two variables don't have any relationship

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