Glenn McGrath, Australia's most successful fast bowler in Test cricket, has joined the BBC for the 2019 Ashes series. He will be part of the Test Match Special commentary team and contribute a regular column to the BBC Sport website.

Australia will take the dramatic loss by one wicket in the third Test at Headingley extremely hard.

When you have chances to win the game but do not do it then it is always more difficult to take.

Ben Stokes played one of the best innings I have seen but Australia will rue those missed opportunities at the end.

The dropped catch by Marcus Harris at third man off Stokes when there were 17 runs needed was a tough chance - but Australia will really regret the two missed run-outs.

First, there was the one down to third man where the throw went to the wrong end, and then the chance when Nathan Lyon fumbled the ball.

All he had to do was take it cleanly and Jack Leach would have been run out by half a pitch.

Those are the things that take the wind out of you.

There was also the incorrect lbw decision by umpire Joel Wilson when he did not give Stokes out - but I have always said if you use the review system properly then it can win you a game, and if you use it badly it can lose you one.

Australia burned their review an over earlier and it cost them.

I played in a similar game when West Indies scored 311 to beat us by one wicket in 1999 in Barbados.

It was another incredible innings, that time from Brian Lara, who scored 153 not out.

It was a little different because West Indies only needed a handful of runs when last man Courtney Walsh came out - rather than the 73 Stokes and Leach needed - but again we had our chances there.

If it takes an incredible innings like the ones Lara and Stokes played - or the mammoth scores by VVS Laxman and Rahul Dravid in that famous Test in 2001 when India beat us after we enforced the follow-on - you can live with it, but when you feel like you have lost it to a degree it is a lot harder to take.

Australia batsman Harris dropped a tough chance to dismiss to Stokes

Over the course of the full match Australia deserved to win, but it was taken away from them and it will hurt them.

They will have gone to their rooms after play and will have been devastated, but they have got another eight or nine days now to pick themselves up.

There were a couple of tough games that I lost early on in my career, one in 1994 against South Africa at Sydney when I was last man out and we lost by five runs, and also the first Test of the 1997 Ashes series in England where we got well and truly beaten by nine wickets at Edgbaston.

I remember watching England celebrating on the balcony after that match and I hated every second of it.

I used that as motivation from then on in the series. Australia now have to do the same and say that they never want to get into that situation again.

At the start of the day I gave England less than 20% chance of winning, but I always thought in the back of my mind that if Stokes was there then England would have a chance because he is such an aggressive, powerful player.

He is a player every team in the world fears.

Stokes is a brilliant batsman who can concentrate, build an innings and also be destructive when he needs to be, but he also runs in and bowls all day and is a fantastic fielder.

He is easily the best all-rounder in the world and there are not too many who could have come close to doing what he did.

When people talk about the greatest innings of all time I always think back to Ian Botham's century at Headingley in 1981, and that innings was probably the last time we saw anything close to this one from Stokes.

But what Australia have to remember is that Stokes basically won this match by himself.

In the second innings he bowled 24 overs of good pace over after over and took three wickets, keeping the pressure on Australia, and then he went out and scored 135 not out.

This series is being compared to the Ashes series I played in in 2005, but that time it was an all-round team performance from England.

Like they did on Sunday at Headingley, England won a few close matches.

However, back in 2005 England were playing quality cricket and deserved to win. This time they still have some issues.

There are a lot of holes left in the England line-up and they can't just brush it over and think they are going to be fine. It will be interesting to see what they do in the next Test.

For Australia there were some positives - Marnus Labuschagne scoring runs, David Warner finding form, Josh Hazlewood again with the ball, and hopefully Steve Smith will be back for the next Test.

It looks set up for a great game at Old Trafford.

Men's Ashes 2019: England v Australia, fourth Specsavers Ashes Test Venue: Old Trafford Dates: 4-8 September Start time: 11:00 BST Coverage: Ball-by-ball Test Match Special commentary on BBC Radio 5 Live Sports Extra and BBC Sport website, plus in-play highlights and text commentary

Glenn McGrath was speaking to BBC Sport's Matthew Henry.