7- One of the following statement is not true a) The auto-covariance function and the power spectral density function are equivalent ways of describing a stationary stochastic process. b) For a sinusoidal input, the power is indirectly proportional to the squared amplitude of oscillation ") If F(@) = F (@)+ F,(@). then F,(@) relating to the deterministic component. d) Inference regarding the spectral density function is called an analysis of the frequency domain. e) If there is a trend and seasonal pattern in time series then we can use Holt- Winters methods