Please provide correct solutions/guidance to the questions with justifications/explanations with references/counterexamples. Tutors please help.

Question 1:The PACF for the ARMA(p,q) process tails off after lag q in a manner similar to the AR(p) process (T/F)

Question 2: MA(q) processes are always causal. (T/F)

Question 3: In autoregressive models the current value of dependent variable is influenced by past values of both dependent and independent variables. (T/F)

Question 4: A white noise process has zero autocovariances except at lag zero. (T/F)

Question 5: The PACF and ACF plots are used to determine the orders of AR and MA models. (T/F)

Question 6: The PACF can only be used to select the order of an ARMA model but not an AR or MA model. (T/F)

Question 7: There is no auto-correlation in an ARIMA (1,d,q) process. (T/F)

Question 8: There is no auto-correlation in an ARIMA(p,d,1) process (T/F)

Question 9: An ARIMA(p,0,q) model is stationary (T/F)

Question 10: If a time series is Gaussian then it is stationary. (T/F)