For non-stationary times series, the main dificult is to identify the nature of non-stationarity. In macroeconomic and financial modelling, there are two kinds of non-stationarity. The first one is due to the presence of a deterministic trend and generally modeled by a d-order polynomial of time. The second is due to the presence of a stochastic trend which is modeled by integrating a stationary process up to a suitable order d. In this paper we propose a simple test to decide between these two kinds of trend. Simulations show that the test has a good empirical size and power. The test is finally applied to some real macroeconomic and financial datasets.