[Gretl-devel] Re: CRASH: panel-ADF in 1st differences
On Mon, Jun 1, 2026 at 5:03 AM Artur T. <artur.tarassow(a)gmail.com> wrote:
I've just encountered a crash when calling the "--difference" option for
the "adf" command in a panel-setting (no crash in a time-series setting,
though).
Here is a sample script:
<hansl>
set verbose off
open grunfeld.gdt --quiet
# in levels -> WORKS
adf -1 invest --ct
# 1st differences -> CRASH
adf -1 invest --c --difference
</hansl>
Thanks for the report, Artur. That problem is now fixed in git;
snapshots will follow.
Allin