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