Am 25.10.2018 um 08:38 schrieb
series sin = normal()

Maybe gretl should be stricter in not allowing built-in function names as identifiers. (Again, I think that was discussed before with the conclucsion that it's not a problem per se.)

series y = sin(1)

# y is described as lag of 'sin' 

Good catch, this is the bug.

# but
# i.e. y is a constant series, its values are equal to sin(1)
This is expected I'd say.

BTW, here's something else:
series y = normal()
series y = y[-1] NAs (note the square brackets, on purpose). I think it should give an error.