Many economic time series follow a time-trend. Identification of the presence of trends is important, both for intrinsic interest and as a preliminary step for further econometric analysis.

EViews performs both parametric and non-parametric trend tests on the data in your series. You may quickly perform a linear trend t-test, a quadratic trend F-test, Mann-Kendall Test, Mann-Kendall test, Cox-Stuart test, or the Wang, Akritas, and Van Keilegom (WAVK) tests for trend.

See “Trend Tests” for discussion.