$1.$When will the $MA(1)$ model $(r_t={}_0+a_t-{}_1{a}_{t-1})$ be weakly stationary?

a$.$ always weakly stationary

b$.$ when $|{}_0|<mn\; id="EditorElement\_153189">1</mn>$

c$.$ when $|{}_1|<mn\; id="EditorElement\_153147">1</mn>$

d$.$ when $|{}_0|<mn\; id="EditorElement\_153105">1</mn>$ and $|{}_1|<mn\; id="EditorElement\_153067">1</mn>$

$2.$Which is the $R$ command to estimate the model $r_t={}_0+{}_1{r}_{t-1}+{}_2{r}_{t-2}+{}_3{r}_{t-3}+$

$a_t-{}_1{a}_{t-1}+{}_2{a}_{t-2}?$ Suppose $x$ is the time series $r_t$ in the $R$ command.

a$.,$ order $=c(2,3,0)$

b$.,$ order $=c(3,2,0)$

c$.,$ order $=c(3,0,2)$

d$.,$ order $=c(0,3,2)$