True or False (2 marks each: 1 for answer, 1 for justification - prove or disprove/provide a counterexample)

4. True or False (2 marks each: 1 for answer, 1 for justification - prove or disprove/provide a counterexample) (a) The ARMA(p, q) process given by Xt = 0.9Xt-1 + Zt + 2Zt-1 + Zt-2 is causal but not invertible. (b) If Cov(X5, X8) > 0, then {Xt} cannot be an MA(2) process. (c) When an additional parameter is added to a regression model, the AIC will decrease and the AICC may increase or decrease