My cousin drags me into his lies?

He's a impulsive liar and he's only 15. In school he fights, gets suspended and he's very sneaky and manipulative. So today he stole a phone and his mom calls me and tells me he said I gave him the phone. Obviously he's hoping I'll lie and say yea I did, but I told him to stop dragging me into his lies. Whenever he steals or gets in some type of trouble; in school, home, or once with the police he will say I had something to do with it! I just want this to stop, he thinks just because I'm his "favorite cousin" I should lie with him to get him out if his messes. I can't deal with this anymore. I've tried telling him to stop but it continues. I'm 16 please help me