[Gretl-users] AR processes

Hello I simulated the following AR(1) process xt = 5 + 0.4xt-1 + e with e = N(0,1) 200 observations Estimation with OLS: xt = 5.047xt + 0.414xt-1 Estimation with gretl ARIMA: xt = 8.57 + 0.43xt-1 I simulated this AR(2) process: xt = 5 + 0.4xt-1 -0.1xt-2 + e OLS estimation: xt = 4.64 + 0.377x t-1 -0.0075 x t-2 ARIMA estimation: xt = 7.36 + 0.369xt-1 -0.0076xt-2 Why is gretl giving such a bad estimation compared to OLS-estimation? Thank you Raul