Suppose we have a Time series Data in gretl generated as a simple TS: z_t = p * z_{t-1} + u_t; -1 < p < 1 x_t = a + b * t + z_t; Two scenarios: 1. We build an OLS model (no lags, static model) 2. We build Time series (say Cochrane-Orcutt) model (no lags, static model) In scenario 1: If we make Graphs -> Fitted, actual plot -> Against time, we obtain "a normal" regression line. In scenario 2: If we make Graphs -> Fitted, actual plot -> Against time, we obtain in fact a static 1-step ahead forecast plot. I understand the difference beetwen time series and cross-sectional data but why two different plots are obtained via exactly the same sounded menus? Regards, Jaroslaw Gramacki