MATLAB system Id query

Hi,
I have a time series problem. I want to find a model for a time series which has multiple outputs. I have tried using ARX as so...

SAD1=ModelPsad(1:500,1:10); % this is my time series data h1=iddata(SAD1,[]); % make it what I think is the correct input format for iddata model= arx(h1, 'na', 2*ones(10)); % create model.
I use predict and compare functions and the model adequacy seems to be good, with good fit for the models.
Next I want to simulate and generate a new time series with the generated model -- and check whether the synthesised time series is similar to the original. I originally thought I would use simulate as so...
input=randn(size(SAD1)); y = sim(model, input);
However the output y is really quite rubbish, as doesn't look like the original . So either this means the generated model is not adequate, or
I am possibly simulating not in the correct way. Is this the correct way to synthesis a new sequence with matlab system id toolbox????
I have tried using Arfit with my data, and simulating with this I get a
good simulated output but the adequacy tests say the models are inadequate.
Any help on this problem and any suggestions would be greatly appreciated.
Nanette
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Just as you said, I have the same problem when I do system ID and time series preditcion.
I think the reason is that it's one-step ahead prediction model by using arx(), but when you using this model for generate a new time series, the model works as long-term prediction. And then the error producded in the previous step prediction is accumulated and affect the current step prediction.
Try different objective funtion when you building the model and identifiying the parameters.
Nanette wrote:

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Dear nanette
what input is there to a time series -
Time series is modelled simply by an AR model (there is no eXogenous input)
And also the ARMA model these are the counterparts to ARX and ARMAX models
are you using the system identification toolbox?
Kieran
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