The inference is that the thing that was happening in 1940 when Auden first published "The Unknown Citizen" is World War II.
An inference simply means the conclusion that can be deduced based on the information provided in a story.
In this case, the inference is that the thing that was happening in 1940 when Auden first published "The Unknown Citizen" is World War II. The author was impacted by the world at large.
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