(e) The regression output of LGPRICE on INF is shown below. Can you infer from this regression result? Explain. [2] Dependent Variable: LGPRICE Method: Least Squares Date: 09/27/21 Time: 12:10 Sample (adjusted): 1970M01 2021M08 Included observations: 620 after adjustments Variable Coefficient Std. Error t-Statistic Prob INF 0.034774 0.005112 6.802009 0.0000 C 4.433328 0.050391 87.97825 0.0000 @TREND 0.004722 0.000112 42.04205 0.0000 R-squared 0.760146 Mean dependent var 6.032612 Adjusted R-squared 0.759369 S.D. dependent var 0.909837 S.E. of regression 0.446313 Akaike info criterion 1.229234 Sum squared resid 122.9034 Schwarz criterion 1.250668 Log likelihood 378.0625 Hannan-Quinn criter 1.237565 F-statistic 977.7008 Durbin-Watson stat 0.077781 Prob(F-statistic) 0.000000 (f) I performed the Engle-Granger test on the U.S. logarithm of the consumer price index (LCPI) and LGPRICE assuming that LCPI is 1(1). At the 5% significance level, what can you infer about the test result? [2] Series: LCPI LGPRICE Sample: 1969M12 2021M08 Included observations: 621 Cointegrating equation deterministics; C Automatic lags specification based on Schwarz criterion (maxlag=18) Dependent tau-statistic Prob.* z-statistic Prob.* LCPI -1.367631 0.8103 -3.734399 0.8287 LGPRICE -1.777624 0.6415 -5.545364 0.6877 La (Ctrl)