[Gretl-users] ADF result

I ran a ADF test in gretl and in R. (The regression was no constant, LNEG lagged once, d_LNEG lag1 and d_LNEG lag2) In gretl and R, the results were for most purposes identical for all numbers for Z and d_LNEG lag 1 In gretl the results for d_LNEG lag2 were coefficient std. error t-ratio p-value d_LNEG_2 -0.470623 0.126295 -3.726 0.2006 But in R the results were z.diff.lag2 -0.47062 0.12629 -3.726 0.00053 Which is correct? Charles W