[Gretl-users] ARMAX problem

Good day, I am using GRETL 1.8.7 for modeling dynamic econometric models. And there is one problem that i can't make with it. I don't know precisely how a model ARMAX is computed. I use Model->Time Series->ARIMA for this set of data Dependant variable: i_osn_sred Independent variable: time AR Order: 1 Difference: 0 MA order: 0 No seasonal data Also i include a constant and check the box "Parameter covariance matrix via Hessian". The method is "Exact Maximum Likelyhood". After the operations been completed I have a set of coefficients: const 332395 phi_1 0.760190 time -7065.29 But i don't know precisely how a final equation looks like? Is this right or not: y(t) = const + 0.76*y(t-1)-7064.29*t? According to that equation there is a difference between values y(t) and Analysis->Display actual, fitted, residuals. How does this method work (ARMAX))? And Can I make myself a forecast using this equation? Thanks in advance. Alexander