Question 1 (1 point) Suppose two random variables A and B each have unit variance. Then the covariance between A and B is the same as the correlation between A and B. Question 2 (1 point) Given the autocorrelation function of a time series, the spectral density function associated with the time series can be calculated. Question 3 (1 point) The cutoff phenomenon associated with the ACF and the PACF cannot be used (to suggest a model) in the context of seasonal data. Question 4 (1 point) A time series exhibiting seasonality is by definition non-stationary. Question 5 (1 point) The spectral density of white noise is the constant function