I have estimated AR coefficients of a time series using "aryule" function in MATLAB. Now I want to obtain the error of the estimated model. I think at first I must reconstruct it. so How can I reconstruct a Time series using it AR coefficients in MATLAB?
If you drive your AR model with white noise, you can generate a time series that has the same power spectral density as the original time series. But it won't be the same time series.