The article introduces a new way to test if certain data trends exist, especially when dealing with small groups of data. By using covariate unit root tests, researchers can better understand the results of their tests. The study shows that this method can be more effective than traditional tests in some cases. The researchers also suggest ways to choose the best factors to include in the test. Through simulations, they found that their methods are successful in practice. Finally, they applied their approach to test economic theories on commodity prices and exchange rates, finding support for some but not all hypotheses.