Specification's dialogue box will appear.

Step 2: In the dialogue box, type dependant variable (Y) first, then constant term (C )

            and then independent variables (Xs). Next click OK button.
 

Eviews Results:

Conclusion: the stock market is a better hedge against inflation for this sample, since

                    one unit change in the CPI leads to a 2.129 unit change in the NYSE

                    Index. ( Also, beware t-value in two Eviews results)