In an analysis, we have determined that

The Dickey-Fuller unit root test for the series {Xt} does not reject a unit root.

The ACF for the series {Xt} has a very, very slow decay.

The PACF for the differences {Xt} has significant spikes at lags 1 and 2 (and is

negligible at higher lags).

Which model is most consistent with these observations?

(A) IMA(1,1)

(B) ARI(2,1)

(C) ARIMA(2,2,2)

(D) IMA(2,2)

(E) None of the above.