EViews Help: trendtests

Calculate the linear t-test, squared F-test, Mann-Kendall test, seasonal Mann-Kendall test, Cox-Stuart test and the Wang, Akritas and Van Keilegom (WAVK) test for time series trends.

noboot	Do not calculate bootstrapped p-values.
simple	Use the simple bootstrap. By default, the sieve bootstrap is used.
mle	Calculate the bootstrap AR estimates using MLE. Default is to use the HVK estimates.
iter=arg	Number of bootstrap simulations.
seed=int	Set the random number generator seed.
rng=arg	Set random number generator type. Available types are: improved Knuth generator (“kn”), improved Mersenne Twister (“mt”), Knuth’s (1997) lagged Fibonacci generator used in EViews 4 (“kn4”), L’Ecuyer’s (1999) combined multiple recursive generator (“le”), Matsumoto and Nishimura’s (1998) Mersenne Twister used in EViews 4 (“mt4”).
out=name	Specify the name of the matrix containing the test statistics and p-values.

Performs a trend test on the GDPC1 series, performing 19,999 bootstraps using HVK estimates in a sieve bootstrap, and saving the test statistics and p-values into a matrix object named TTSTATS.