I'm doing a unit root test ADF with Gretl on a series of tourism market share of Spain specified with constant and trend.
By comparing the results with Eviews or R (package fUnitRoot) I get the same t-statistic, but although both programs indicate that the critical values ​​are McKinnon (1996) MacKinnon, J. G. (1996) "Numerical distribution functions for unit root and cointegration tests", Journal of Applied Econometrics 11: 601-618.
 p-values ​​of the test are very different in either case .
Gretl: t = -3.62 p-value 0.02 asymptotic
Eviews t = -3.62 p-value (one-sided) = 0.04 which is the same value obtained in R.
I know that obtain similar values with different software is very strange. But this difference is normal?
At what may be due?
Thanks in advance and sorry for any inconvenience.

José F. Perles
University of Alicante
Spain