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

Question 11: If Wtis a white noise process, then Wt is stationary. (T/F)

Question 12: If Xt is a stationary time series, then Yt=2Xt+13Xt3 is stationary as well. (T/F)

Question 13: If Wt is a Gaussian white noise process, then Xt=2+Wt+0.5Wt2 is stationary. (T/F)

Question 14: The time series Xt=0.5t+Wt+0.6Wt10.32Wt20.1Wt3 ( where WtWN(0,w2) and Wt 's are iid) is stationary. (T/F)

Question 15: If Xtand Yt are independent AR processes, then Xt+Yt is an AR(2)process. (T/F)

Question 16: The process Xt+0.2Xt10.48Xt2=Zt is invertible, but not causal. (T/F)

Question 17: The process Xt+1.9Xt1+0.88Xt2=Zt+0.2Zt1+0.7Zt2 is invertible, but not causal. (T/F)

Question 18: The process Xt+.6Xt2=Zt+1.2Zt1 is causal, but not invertible (T/F)

Question 19: The process Xt+1.8Xt1+0.81Xt2=Zt is causal, but not invertible. (T/F)

Question 20: The process Xt+1.6Xt1=Zt0.4Zt1+0.04Zt2 is causal, but not invertible. (T/F)