Handling of trends

Currently trends are taken into account only if users indicate them for observed variables. However, in random walk with drift, a deterministic trend appears endogenously for variables that are not necessarily observed.

Let consider the following model where only Y is observed:

A_t = A_{t-1} + g + e_t
Y_t = A_t + eta_t

Both A_t and Y_t contain a deterministic linear trend with a slope of g. The current practice of only specifying the trend of Y is not satisfactory anymore.

When using the smoother, we need to recognize these trends and include them in SmoothedVariables and friends