I have a series for Portuguese GDP from 1995 to 2015 (quarterly data).
The plot of GDP over time shows clearly a trend. I ran a Dickey Fuller and the series turned out to be stationary by using the option drift (p_value is close to zero).
How shall I interpret this result? There is clearly a trend so the series is (at least)not mean stationary. Running the Dickey Fuller,by adding the trend option, the series results non-stationary. When I notice a trend behaviour shall I always include a trend in my regression in order to make my analysis valid? Including more lags the situation doesn't improve. Can you help me with this puzzling outcome? Shall I consider the series non stationary and take the first difference to solve it?(I include stata outputs below)