You can choose any one of those descriptions - retired, self-employed or unemployed - as long as you are reporting your income correctly, the description you choose won't change your tax calculation or your ability to file.
Based on the information you provided, any one of those descriptions could apply to you.
You aren't working for anyone else - retired?
You are an investor (passive rental income) - unemployed?
You are actively engaged in managing a rental property - self-employed?