Re: [Gretl-users] Change in the diff command in gretl 2018d

On Mon, 14 Jan 2019, Javier Sansa wrote: > 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. True. Using the diff() function produces the same result as your formula above, but the diff command is not doing the right thing in respect of a lengthened sample range. We'll figure out what the problem is.