please answer 1 and 3 thank you

Use the series you just generated to answer the following questions: (1) Get a plot of each series. By visual inspection of each series, can you tell which series represents the white noise process? Which are random walks with drift? Which process displays a deterministic trend? (2) Perform a Dickey-Fuller test for each series and test whether the series is stationary. (The command to use with the unit root test is UROOT. For further information regarding this command, please refer to the "Eviews Help Topics"). (3) How can you make the models Y2 and Y4 stationary? Explain. (4) Does model Y5 have an ARIMA (p,1,q) representation? Q1. You are given the specifications of the following series: Y1=Y1,t1+t+0.5t1Y2=1.1Y2,t1+tY3=Y3,t1+1+tY4=Y4,t1+t+tt=1,2,3,Y5=t+t+0.5t1,wheret=t1+tY6=t+t+0.5t1,wheret=0.5+t1+t Use the series you just generated to answer the following questions: (1) Get a plot of each series. By visual inspection of each series, can you tell which series represents the white noise process? Which are random walks with drift? Which process displays a deterministic trend? (2) Perform a Dickey-Fuller test for each series and test whether the series is stationary. (The command to use with the unit root test is UROOT. For further information regarding this command, please refer to the "Eviews Help Topics"). (3) How can you make the models Y2 and Y4 stationary? Explain. (4) Does model Y5 have an ARIMA (p,1,q) representation? Q1. You are given the specifications of the following series: Y1=Y1,t1+t+0.5t1Y2=1.1Y2,t1+tY3=Y3,t1+1+tY4=Y4,t1+t+tt=1,2,3,Y5=t+t+0.5t1,wheret=t1+tY6=t+t+0.5t1,wheret=0.5+t1+t