The last release of gretl has changed the way the diff command works. Up to version 2018c whenever a series and its first difference were defined, extending the sample and defining for a second time the series and ist first difference produced two new series that filled the new sample.

This is no more the case in the new gretl version. As it can be seen in the attached  script, invoking the diff command after extending the sample and defining the series for a second time, does not result in  a new series in differences but in the old (shorter) one.

If instead of invoking the diff command an instruction such as

d_x = x- x(-1)

is used, the result is a differenced series that fills the whole sample.

The attached file shows the different results from the two approaches sketched above.

My question is, is this a feature or a bug?

Best regards,

Javier Sansa