Please provide true/false solutions to questions below and provide necessary justifications/explanations.

Q1: The error terms of an ideal VAR model are from a white noise process. True / False Q2:T he error terms of g ideal VAR model can be correlated. True / False Q3 True / False Cross-covariances are symmetric in k: (:01! (yea yjtk) = 00'\" (yea yjt+k) Q4 True / False Cross-covariances are symmetric in k: 001) (ya, y_k) : coo (git, yjtirk) when 2' = j. Q5: True/False Cross-covariances are symmetric in k: (:01) (ya-t, yjtk) = (3011(yit; yjm.) when the time series Y is stationary. Q6: Stationarity of a multivariate time series implies stationarity of every individual univariate time series in it. True / False Q7: The VAR model requires stationarity of the multivariate time series by assumption. True / False Q8: Differencing a time series will always transform it into a stationary process. True] False Q9:Granger causality implies true causality. True / False Q10: Differencing non-stationary time series components individually may destroy important dynamic information. True/False Q1 1: Univariate models and multivariate models can provide different results when Wane particular time series. True/ False Q12: The VAR approach is the only multivariate time series model that can characterize the relationships among multiple time series. True / False Q13: Model selection is less complex for multivariate models compared to their univariate counterparts since we only needs to select the signicant lags. True/ False