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Here is the problem
I have to test for cointegration between a variable Y and another one X. Y has a deterministic trend while X is a I(1). (I used the ADF test). I know that if you want to test for cointegartion between two I(1) variables you should run a model with them and test if the residuals have a unit root. So I'm wondering wheter the procedure is the same for a variable with a deterministic trend. Should I compute something like
y c @trend x
and then create a residual series and use ADF test?
Thanks in advance

Yes, you can do that, but the inference on the unit root test won't be correct since the critical values differ. The test generally goes under the name Engle-Granger or Phillips-Ouliaris depending on whether you do an ADF or PP unit root test. EViews 7 computes this kind of single equation cointegration test for you.

thanks for your answer.
Yes, I have eviews 7 and I used eviews to test cointegration.. I mean Estimate equation> Method: Cointegrating regressor. How should I interpret the results? I imagine I should look at p-value but I'm not completely sure

You should look at the manual. I think the index has an entry for Engle-Granger cointegration test. It'll describe how to perform the test from a group of series, or from an estimated cointegrating regression equation.

If you meant in your original post that Y is I(0) with a trend (I wasn't sure if that's what you were saying), then the whole deal is off. An I(0) and I(1) variable can't be cointegrated.