Should I be trying to replicate the NEAS results?

[NEAS: This is an independent student project. The NEAS postings are suggestions to get you started. You can construct an ARIMA model, compare two or more models for a given era, compare two or three eras by type of model of by model parameters, examine seasonality, test out-of-sample forecasts, and many other items.]

OK, For the question on Excel's predicted Y. I tried a simple X = 1,2,3,4 Y = 2,4,6,8 and excel's regression does give me a simple linear regression equation of intercept 0 and x coefficient 2. This is good, but on the time series techniques excel file, on the BPQS tab, the regression results used on that page (B85:B125) is definitely not using simple regression of y=b0+b1Yt. The predicted Y there goes to 5 then back to 4 then 5 again, which is not linear. I had thought that this was the forecasting equation for AR(1)

Y(1)=mu+phi(Yt-mu)

but that did not fit the lines either with mu = intercept = 0.2486 and phi = x coefficient = 0.9531. I really don't understand how excel is getting these predicted Y. Am I being stupid here?