We analyse the ROSAT Position Sensitive Proportional Counter (PSPC) hardness ratio and the 0.5-2-keV to 2-10-keV flux ratio of 65 active galactic nuclei (AGN) for which there are both ROSAT archival observations available and 2-10-keV fluxes, mostly from the HEAO-1 MC-LASS survey. We conclude that the simplest spectral model for the AGN that can accommodate the variety of X-ray colours obtained is a standard power law (with energy spectral index alpha similar to 0.9) plus a similar to 0.1-keV blackbody, both of which are partially absorbed. In our sample, type 1 AGN require an absorbing column around 10(22) cm(-2) with covering fractions between 20 and 100 per cent, while type 2 AGN display larger columns and similar to 100 per cent coverage. This simple model also provides a good link between soft and hard AGN X-ray luminosity functions and source counts. We also consider a warm absorber as an alternative model to partial covering and find that the presence of gas in two phases (ionized and neutral) is required.