(i) The regression result of the error correction model is shown below where DCP=log |CP,-log (CP,_.) and DEXRATE=log [EXRATE,)-log (EXRATE,_,) . Dependent Variable: DEXRATE Method: Least Squares Date: 09/26/21 Time: 18:56 Sample (adjusted): 2010M03 2021M08 Included observations: 138 after adjustments Variable Coefficient Std. Error t-Statistic Prob. DCP -0.203159 0.070313 -2.889373 0.0045 U(-1) -0. 133841 0.042793 -3.127628 0.0022 C -0.000899 0.002394 -0.375256 0.7081 R-squared 9. 136457 Mean dependent var -0.001796 Adjusted R-squared 0. 123664 S.D. dependent var 0.029825 S.E. of regression 0.027920 Akaike info criterion -4.297457 Sum squared resid 0. 105235 Schwarz criterion -4.233821 Log likelihood 299.5245 Hannan-Quinn criter. -4.271597 F-statistic 10.66632 Durbin-Watson stat 2.033614 Prob(F-statistic) 0.000050 Explain what is the variable U(-1) in the EViews output of the error correction model? [2] (j) Interpret the slope coefficient of the U(-1). [2]