In a Time Series Graph you can modify the legend. If you are plotting more than one variable on the graph and you set the legend item for one of those variables to nothing, the legend is removed from the graph. This is a known issue with the graphing control.

Graph with legend:

If you modify the legend and leave one of the entries blank, the legend is removed:

If the graph is reloaded it will assign the variable names as legend entries and display it properly.