Model detrending

In the DYNARE User Guide Chapter 6, we have a standard CIA model and it’s non-stationary. In 6.1.3 , it says for real variables, the trend is At (TFP), for nominal variables, the trend is Mt (the cash), for prices, the trend is Mt/At. And how I know the trends? Thanks a lot.

My best,

The trend comes from the assumed exogenous processes. The model builder designed these processes as a random walk with drift.

I will try to understand your words. Thanks a lot, my friendly professor.